N-MFP3 0001022695 XXXXXXXX 2026-09-30 Fidelity Revere Street Trust 0001022695 549300BDV45LJNXBZC55 Fidelity Securities Lending Cash Central Fund 549300Z2OZVEF65D8I44 S000007181 1 N N Fidelity Management & Research Company LLC 801-07884 FMR Investment Management (UK) Limited 801-28773 Fidelity Management & Research (Hong Kong) Limited 801-69507 Fidelity Management & Research (Japan) Limited 801-69571 PricewaterhouseCoopers LLP Boston MA Fidelity Service Company Fidelity Investments Institutional Operations Company LLC 0000862124 084-01839 N N N Prime N 3 3 31497918213.07 36214963139.23 0.8600 1.0000 2026-09-01 33996530781.25 38933936999.37 0.8700 1.0000 2026-09-02 35458866731.53 39895484332.40 0.8800 1.0000 2026-09-03 38652231098.05 43296272054.73 0.8900 1.0000 2026-09-04 34274420721.61 38728330618.08 0.8800 1.0000 2026-09-08 31829643123.09 36571654310.29 0.8700 1.0000 2026-09-09 33042031846.63 37672232241.90 0.8700 1.0000 2026-09-10 31110399447.40 36518736322.17 0.8500 1.0000 2026-09-11 31842625067.24 36355994596.24 0.8700 1.0000 2026-09-14 31228666440.59 35323245800.86 0.8800 1.0000 2026-09-15 31413119528.77 33878348732.70 0.9200 1.0000 2026-09-16 30434757485.37 34405446941.89 0.8800 1.0000 2026-09-17 29977970937.94 34829819264.09 0.8600 1.0000 2026-09-18 33617737644.79 38700598104.39 0.8600 1.0000 2026-09-21 31418806529.26 37184117693.47 0.8400 1.0000 2026-09-22 31870709032.22 37404140544.30 0.8500 1.0000 2026-09-23 30977529340.87 36153183215.08 0.8500 1.0000 2026-09-24 30071210173.61 35547929076.36 0.8400 1.0000 2026-09-25 32018101631.84 36914108076.22 0.8600 1.0000 2026-09-28 29303074551.24 34678517494.89 0.8400 1.0000 2026-09-29 28329850025.94 33599575230.36 0.8400 1.0000 2026-09-30 202.30 34372064481.95 34372437428.71 8258384.57 572463779.27 33807859289.55 33804971749.2500 N 0.0372 2026-09-01 0.0372 2026-09-02 0.0371 2026-09-03 0.0371 2026-09-04 0.0371 2026-09-08 0.0371 2026-09-09 0.0370 2026-09-10 0.0370 2026-09-11 0.0370 2026-09-14 0.0370 2026-09-15 0.0370 2026-09-16 0.0372 2026-09-17 0.0375 2026-09-18 0.0383 2026-09-21 0.0386 2026-09-22 0.0389 2026-09-23 0.0390 2026-09-24 0.0391 2026-09-25 0.0393 2026-09-28 0.0394 2026-09-29 0.0394 2026-09-30 1.0001 2026-09-01 1.0001 2026-09-02 1.0001 2026-09-03 1.0001 2026-09-04 1.0001 2026-09-08 1.0001 2026-09-09 1.0001 2026-09-10 1.0001 2026-09-11 1.0001 2026-09-14 1.0001 2026-09-15 1.0001 2026-09-16 1.0001 2026-09-17 1.0001 2026-09-18 1.0001 2026-09-21 1.0001 2026-09-22 1.0001 2026-09-23 1.0001 2026-09-24 1.0001 2026-09-25 1.0001 2026-09-28 1.0001 2026-09-29 1.0001 2026-09-30 Y N Fidelity Securities Lending Cash Central Fund C000019656 1.00 33807859289.55 33804971749.2500 1.0001 2026-09-01 1.0001 2026-09-02 1.0001 2026-09-03 1.0001 2026-09-04 1.0001 2026-09-08 1.0001 2026-09-09 1.0001 2026-09-10 1.0001 2026-09-11 1.0001 2026-09-14 1.0001 2026-09-15 1.0001 2026-09-16 1.0001 2026-09-17 1.0001 2026-09-18 1.0001 2026-09-21 1.0001 2026-09-22 1.0001 2026-09-23 1.0001 2026-09-24 1.0001 2026-09-25 1.0001 2026-09-28 1.0001 2026-09-29 1.0001 2026-09-30 1186940214.33 2041277072.94 2026-09-01 4046192388.68 1341180380.90 2026-09-02 1833970272.21 1286566529.87 2026-09-03 4050567788.47 732899581.75 2026-09-04 742121168.21 4537457885.20 2026-09-08 805116222.72 2414481658.22 2026-09-09 2281816657.36 1184929034.90 2026-09-10 1212497455.03 2964758094.75 2026-09-11 1577244613.00 1631498055.35 2026-09-14 2234405425.63 3285391409.23 2026-09-15 838485210.67 1796064797.75 2026-09-16 1632411536.30 1558990306.13 2026-09-17 1392076862.95 978627921.21 2026-09-18 4734520927.70 874908605.17 2026-09-21 797124615.80 2395816267.15 2026-09-22 1632418554.75 1365046692.25 2026-09-23 1222786340.73 2481096547.20 2026-09-24 1058118677.53 1697377457.10 2026-09-25 2590489842.94 1184481601.95 2026-09-28 575042298.23 2834106347.65 2026-09-29 1036430931.39 1310053202.43 2026-09-30 37480778004.63 39897009449.10 0.0371 2026-09-01 0.0371 2026-09-02 0.0371 2026-09-03 0.0371 2026-09-04 0.0371 2026-09-08 0.0371 2026-09-09 0.0370 2026-09-10 0.0370 2026-09-11 0.0370 2026-09-14 0.0370 2026-09-15 0.0370 2026-09-16 0.0372 2026-09-17 0.0375 2026-09-18 0.0383 2026-09-21 0.0386 2026-09-22 0.0389 2026-09-23 0.0390 2026-09-24 0.0391 2026-09-25 0.0393 2026-09-28 0.0393 2026-09-29 0.0394 2026-09-30 N 0.0000 0.0000 0.0000 0.0000 0.9823 0.0000 0.0000 0.0000 0.0000 0.0000 0.0177 Commingled Pool N ABN AMRO Bank NV ABN G M RP 3.89% 10/1/26 3.89 N/A N/A NRT317395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131Y6VS5 2043-02-01 2056-06-01 3.500 - 6.000 N/A 83678541.00 67468043.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EJUD8 2026-12-01 2052-11-01 2.610 - 5.500 N/A 286945103.00 118192015.74 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 182000000.00 182000000.00 0.0054 N Y Y N BMO Capital Markets Corp BMOCAP G M RP 3.89% 10/1/26 3.89 N/A RUC0QBLBRPRCU4W1NE59 0000772028 NRT317378 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 2031-05-31 4.625 N/A 26612700.00 26522953.10 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 26000000.00 26000000.00 0.0008 N Y Y N BMO Capital Markets Corp BMOCAP N A RP 4.06% 10/1/26 4.06 N/A RUC0QBLBRPRCU4W1NE59 NRT317462 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y BANK OF NY MELLON CORP VR 081226-081230 WFLLPEPC7FZXENRZV188 06406RCP0 2030-08-12 2030-08-12 4.495 N/A 3917000.00 3943579.75 Corporate Debt Securities COMMONWEALTH BANK OF AUSTRALIA VR 091626-121631 MSFSBD3QN1GSN7Q6C537 2027A0LD9 2031-12-16 2031-12-16 4.606 N/A 4505000.00 4513009.43 Corporate Debt Securities DANSKE BK AS FR 4.42%091231 MAES062Z21O4RZ2U7M96 23636BBL2 2031-09-12 2031-09-12 4.420 N/A 4370000.00 4153903.50 Corporate Debt Securities METROPOLITAN LIFE GLOBAL FDG I FR 3%091927 635400MMSOCXNNNZDZ82 59217GCK3 2027-09-19 2027-09-19 3.000 N/A 625000.00 614985.42 Corporate Debt Securities MORGAN STANLEY FR 3.95%042327 IGJSJL3JD5P30I6NJZ34 61761JZN2 2027-04-23 2027-04-23 3.950 N/A 539000.00 545007.90 Corporate Debt Securities NATWEST MKTS PLC US MEDIUM VR 110625-110628 N/A G6382RMP0 2028-11-06 2028-11-06 4.590 N/A 3790000.00 3825049.18 Corporate Debt Securities ROYAL BK CDA FR 4.4%041730 ES7IP3U3RHIGC71XBU11 78017DAT5 2030-04-17 2030-04-17 4.400 N/A 4491000.00 4457686.76 Corporate Debt Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0406 21000000.00 21000000.00 0.0006 N Y Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k BMO Chicago Branch BMOCHI G *G RP 3.92% 10/15/26 3.92 N/A 3Y4U8VZURTYWI1W2K376 NRS667000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A 3618F4TY7 2053-03-20 2067-10-15 5.100 - 7.000 N/A 15164235.00 13278770.97 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-07 2026-10-07 2026-10-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0385 13000000.00 13000000.00 0.0004 N N Y N BMO Chicago Branch BMOCHI G G RP 3.92% 10/7/26 3.92 N/A 3Y4U8VZURTYWI1W2K376 NRT317445 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HXF34 2053-12-20 2067-12-15 5.000 - 7.000 N/A 30782237.00 20402221.59 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-07 2026-10-07 2026-10-07 N N N 0.0385 20000000.00 20000000.00 0.0006 N N Y N BNP Paribas Prime Brokerage, Inc. BNPPB N A RP OBFR01+0.28% 10/1/26 4.16 N/A 7VHWWWW4UJS7NUM3PT30 NRT308648 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y AMERICA MOVIL SAB DE CV SPON ADS RP CL B 5493000FNR3UCEAONM59 02390A101 2500-12-31 2500-12-31 N/A N/A 4.00 87.12 Equities TAIWAN SEMICONDUCTOR MANUFACT SPONSORED ADS 549300KB6NK5SBD14S87 874039100 2500-12-31 2500-12-31 N/A N/A 83696.00 38244050.24 Equities WILCO 63 CORP ORD SHS CL A N/A G9640P104 2500-12-31 2500-12-31 N/A N/A 288092.00 2829063.44 Equities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0416 38000000.00 38000000.00 0.0011 N Y Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k BNP Paribas Prime Brokerage, Inc. BNPPB N A RP OBFR01+0.28% 10/2/26 4.16 N/A 7VHWWWW4UJS7NUM3PT30 NRT310032 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y ARCHIMEDES TECH SPAC PARTNERS ORD SHS N/A G04537109 2500-12-31 2500-12-31 N/A N/A 1.00 10.69 Equities AZUL S A SPONSORED ADS 549300Z0MWZ57Q9RR205 05501U601 2500-12-31 2500-12-31 N/A N/A 807.00 5568.30 Equities BANK OF AMER CORP 5.375 DP PFD KK 9DJT3UXIJIZJI4WXO774 06053U601 2500-12-31 2500-12-31 5.375 N/A 1204.00 23261.28 Equities DTE ENERGY CO JR SUB DB 2017 E 549300IX8SD6XXD71I78 233331859 2077-12-01 2077-12-01 5.250 N/A 1.00 18.22 Equities ENERGY TRANSFER L P COM UT LTD PTN MTLVN9N7JE8MIBIJ1H73 29273V100 2500-12-31 2500-12-31 0.000 N/A 104780.00 2086169.80 Equities GORES HOLDINGS XI INC ORD SHS CL A N/A G40008107 2500-12-31 2500-12-31 N/A N/A 1399514.00 14135091.40 Equities JPMORGAN CHASE & CO 4.20% DP PFD MM 8I5DZWZKVSZI1NUHU748 48128B523 2500-12-31 2500-12-31 4.200 - 4.550 N/A 11773.00 192100.35 Equities LAUNCH ONE ACQUISITION CORP SHS CLASS A N/A G5S86M100 2500-12-31 2500-12-31 N/A N/A 6138.00 66290.40 Equities LONG TABLE GROWTH CORP UNIT EXP 052931 N/A G5701H122 2500-12-31 2500-12-31 N/A N/A 1.00 10.16 Equities MFA FINL INC 6.50 PFD SER C YW72IMH2RRC8Z1TGLG58 55272X508 2500-12-31 2500-12-31 9.702 N/A 1649.00 36673.76 Equities MOONLAKE IMMUNOTHERAPEUTICS CLASS A ORD N/A 61559X104 2500-12-31 2500-12-31 N/A N/A 85592.00 980028.40 Equities ONEIM ACQUISITION CORP ORD SHS CL A N/A G6S74K106 2500-12-31 2500-12-31 N/A N/A 954814.00 9720006.52 Equities RITHM CAPITAL CORP 6.375 PFD SER C 549300WNTHGEO5LP2G31 64828T508 2500-12-31 2500-12-31 9.326 N/A 20434.00 497976.58 Equities RRE VENTURES ACQUISITION CORP CL A ORD SHS N/A G770AL103 2500-12-31 2500-12-31 N/A N/A 1232726.00 12228641.92 Equities SUPER MICRO COMPUTER INC 7 DEP CM SR A WI 54930022CZO1N2UGVW07 86800U500 2029-06-01 2029-06-01 7.000 N/A 231.00 15863.92 Equities Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 N N N 0.0408 37000000.00 37000000.00 0.0011 N N Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k BNP Paribas Prime Brokerage, Inc. BNPPB N A RP OBFR01+0.28% 10/5/26 4.16 N/A 7VHWWWW4UJS7NUM3PT30 NRT314738 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y AGNC INVT CORP 6.12 DP SH PFD F 5TRACI5HRMELWV32OF39 00123Q872 2500-12-31 2500-12-31 8.712 N/A 1.00 25.18 Equities ALPHABET INC DEP SHS RP1/20 B 5493006MHB84DD0ZWV18 02079K602 2029-05-15 2029-05-15 6.250 N/A 721382.00 34893247.34 Equities ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 300300GO8QHPMV87NZ73 00215W100 2500-12-31 2500-12-31 N/A N/A 169.00 7657.39 Equities BRUKER CORP 6.375 PREF SER A LEBZ6VLQ6I8XB1NHVY15 116794207 2028-09-01 2028-09-01 6.375 N/A 6198.00 2921427.30 Equities CORE SCIENTIFIC INC NEW WT EXP 012327 5299003RGB2LAZ65RK73 21874A114 2027-01-23 2027-01-23 N/A N/A 12724.00 122023.16 Equities EVOLUTION GLOBAL ACQUISITION C USD CL A ORD SHS N/A G3226F101 2500-12-31 2500-12-31 N/A N/A 1.00 10.12 Equities FORTRESS VALUE ACQU CORP V ORD SHS CL A N/A G3645T104 2500-12-31 2500-12-31 N/A N/A 10297.00 105029.40 Equities GRUPO AEROPORTUARIO DEL CENTRO SPON ADR 529900HUSBARAFSXJ605 400501102 2500-12-31 2500-12-31 N/A N/A 183.00 18084.06 Equities MACH NATURAL RESOURCES LP COM UN LT PA IN N/A 55445L100 2500-12-31 2500-12-31 N/A N/A 47998.00 491499.52 Equities TAIWAN SEMICONDUCTOR MANUFACT SPONSORED ADS 549300KB6NK5SBD14S87 874039100 2500-12-31 2500-12-31 N/A N/A 732.00 334480.08 Equities Y N/A N/A 2026-10-05 2026-10-05 2026-10-05 N N N 0.0408 36000000.00 36000000.00 0.0011 N N Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k BNP Paribas Prime Brokerage, Inc. BNPPB N A RP OBFR01+0.28% 10/6/26 4.16 N/A 7VHWWWW4UJS7NUM3PT30 NRT315977 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y ALBEMARLE CORP 7.25% DEP SHS A HDBLS2Q6GV1LSKQPBS54 012653200 2027-03-01 2027-03-01 7.250 N/A 2.00 91.76 Equities ALDABRA 4 LQDTY OPP VEH INC CL A ORD SHS N/A G01900102 2500-12-31 2500-12-31 N/A N/A 110760.00 1106492.40 Equities BLACK SPADE ACQUISITION III CO USD CL A ORD SHS N/A G1154S103 2500-12-31 2500-12-31 N/A N/A 327.00 3287.99 Equities BRUKER CORP 6.375 PREF SER A LEBZ6VLQ6I8XB1NHVY15 116794207 2028-09-01 2028-09-01 6.375 N/A 16221.00 7645768.35 Equities CHARLES SCHWAB CORP (THE) 4.450% DEP PFD J 549300VSGCJ7E698NM85 808513865 2500-12-31 2500-12-31 4.450 N/A 519.00 8236.53 Equities COMCAST HOLDINGS CORP ZONES CV2% PCS 51M0QTTNCGUN7KFCFZ59 200300507 2029-10-15 2029-10-15 2.000 N/A 124.00 7719.00 Equities DTE ENERGY CO JR SUB DB 2017 E 549300IX8SD6XXD71I78 233331859 2077-12-01 2077-12-01 5.250 N/A 1.00 18.22 Equities DYNAMIX CORP III USD CL A ORD SHS N/A G2949T109 2500-12-31 2500-12-31 N/A N/A 665.00 6703.20 Equities HDFC BANK LTD SPONSORED ADS 335800ZQ6I4E2JXENC50 40415F101 2500-12-31 2500-12-31 N/A N/A 181375.00 4106330.00 Equities IQM QUANTUM COMPUTERS OYJ SPON ADS 743700MUXIBO64XQUT02 462921107 2500-12-31 2500-12-31 N/A N/A 15538.00 161129.06 Equities MARKET TECHNOLOGY ACQUISITION UNIT EXP 071631 N/A G58A7W120 2500-12-31 2500-12-31 N/A N/A 1.00 9.95 Equities NETEASE COM INC SPONSORED ADS 5299004AF4DSJDB0PA32 64110W102 2500-12-31 2500-12-31 N/A N/A 15339.00 1868596.98 Equities NEW FORTRESS ENERGY INC PFD SER A MAND 254900EICTYTCHA5X705 643926207 2500-12-31 2500-12-31 3.000 N/A 49804.00 18676998.04 Equities PYROPHYTE ACQUISITION CORP. II CL A SHS N/A G7309T102 2500-12-31 2500-12-31 N/A N/A 310381.00 3196924.30 Equities RMG ML SPORTS HOLDINGS ORD SHS CL A N/A G7610P104 2500-12-31 2500-12-31 N/A N/A 1.00 9.85 Equities SUPER MICRO COMPUTER INC 7 DEP CM SR A WI 54930022CZO1N2UGVW07 86800U500 2029-06-01 2029-06-01 7.000 N/A 53533.00 3676378.77 Equities TAIWAN SEMICONDUCTOR MANUFACT SPONSORED ADS 549300KB6NK5SBD14S87 874039100 2500-12-31 2500-12-31 N/A N/A 646.00 295183.24 Equities UNITED ACQUISITION CORP I ORD SHS CL A N/A G92ALM108 2500-12-31 2500-12-31 N/A N/A 28961.00 289610.00 Equities Y N/A N/A 2026-10-06 2026-10-06 2026-10-06 N N N 0.0408 37999962.00 37999962.00 0.0011 N N Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k BNP Paribas Prime Brokerage, Inc. BNPPB N A RP OBFR01+0.28% 10/7/26 4.16 N/A 7VHWWWW4UJS7NUM3PT30 NRT317467 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y ALDABRA 4 LQDTY OPP VEH INC CL A ORD SHS N/A G01900102 2500-12-31 2500-12-31 N/A N/A 12390.00 123776.10 Equities ARMADA ACQUISITION CORP III ORD SHS CL A N/A G0R38M101 2500-12-31 2500-12-31 N/A N/A 1848.00 18609.36 Equities CHARLTON ARIA ACQUISITION CORP ORD SHS CL A N/A G9877L107 2500-12-31 2500-12-31 N/A N/A 2383.00 26141.51 Equities IDEA ACQUISITION CORP ORD SHS CL A N/A G4727U100 2500-12-31 2500-12-31 N/A N/A 192324.00 1921316.76 Equities MOUNTAIN LAKE ACQUISIT CORP II USD CL A ORD SHS N/A G6301L109 2500-12-31 2500-12-31 N/A N/A 8.00 80.16 Equities NATWEST GROUP PLC SPONS ADR 2138005O9XJIJN4JPN90 639057207 2500-12-31 2500-12-31 N/A N/A 1983494.00 36218600.44 Equities QUANTUMSPHERE ACQUISITION CO ORD SHS N/A G7387B106 2500-12-31 2500-12-31 N/A N/A 27846.00 287927.64 Equities TRAILBLAZER ACQUISITION CORP. ORD SHS CL A N/A G9009S103 2500-12-31 2500-12-31 N/A N/A 1.00 10.25 Equities WILLOW LANE ACQUISITION CRP II USD CL A ORD SHS N/A G9675K103 2500-12-31 2500-12-31 N/A N/A 28101.00 288035.25 Equities Y N/A N/A 2026-10-07 2026-10-07 2026-10-07 N N N 0.0408 36000000.00 36000000.00 0.0011 N N Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k BNP Paribas, SA Paris (Td) BNP PARIBAS PARIS (TD) TD 3.88% 10/01/2026 3.88 N/A R0MUWSFPU8MPRO8K5P83 NRT317654 Non-Negotiable Time Deposit Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 250000000.00 250000000.00 0.0074 N Y Y N BNP Paribas, SA BNPPAR G *G RP 3.9% 10/29/26 3.90 N/A R0MUWSFPU8MPRO8K5P83 NRR471000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810TB4 2026-12-31 2051-11-15 0.875 - 5.000 N/A 24117300.00 23495656.45 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0384 23000000.00 23000000.00 0.0007 N N Y N BNP Paribas, SA BNPPAR G G RP 3.92% 10/2/26 3.92 N/A R0MUWSFPU8MPRO8K5P83 NRT310105 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CGQ8 2028-08-31 2031-07-31 4.000 - 4.375 N/A 127534400.00 125542049.36 U.S. Treasuries (including strips) Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 N N N 0.0579 122986666.80 122986666.80 0.0036 N N Y N BNY Capital Markets LLC FICASH MC 3.891% 10/01/26 3.89 N/A N/A NRT317587_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EMS29 2027-08-25 2041-07-15 2.500 - 5.440 N/A 1927097.82 1904762.32 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AWV23 2033-09-09 2036-09-12 4.500 - 5.125 N/A 939728.89 897393.96 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G6NU1 2027-08-01 2056-10-01 1.500 - 8.000 N/A 29427599.76 26330170.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406MDF0 2026-10-25 2056-10-01 1.500 - 8.500 N/A 49599713.38 45488178.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213UCG3 2027-01-20 2056-09-20 1.500 - 8.000 N/A 1055685.17 77368.63 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CDG3 2026-10-06 2056-08-15 0.000 - 6.625 N/A 27940539.62 27371688.11 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 100057000.00 100057000.00 0.0030 N Y Y N Bank of America NA FICASH MC 3.891% 10/01/26 3.89 N/A N/A NRT317587_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 2031-06-30 1.125 - 4.125 N/A 102028575.06 95851624.76 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 93962000.00 93962000.00 0.0028 N Y Y N Bank of Montreal BMOTOR G G RP 3.92% 10/1/26 3.92 N/A NQQ6HPCNCCU6TUTQYE16 NRT308624 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NUYE3 2029-04-01 2029-04-01 4.820 N/A 28783867.00 28581769.08 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0392 28000000.00 28000000.00 0.0008 N Y Y N Bank of Montreal BMOTOR G *G RP SOFR+0.04% 10/28/26 3.92 N/A NQQ6HPCNCCU6TUTQYE16 NRT308689 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q1D23 2030-12-01 2030-12-01 4.055 N/A 14985842.00 14290896.48 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-07 2026-10-07 2026-10-28 Y BANK OF MNTRL TOR BRH(GOV) 1.0000 7 N N/A N/A N N 0.0386 14000000.00 14000000.00 0.0004 N N Y N Bank of Montreal BMOTOR G *G RP 3.93% 10/13/26 3.93 N/A NQQ6HPCNCCU6TUTQYE16 NRT314832 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NUYE3 2029-04-01 2029-04-01 4.820 N/A 27743815.00 27549019.52 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-07 2026-10-07 2026-10-13 Y BANK OF MNTRL TOR BRH(GOV) 1.0000 7 N N/A N/A N N 0.2325 26812231.20 26812231.20 0.0008 N N Y N Bank of Montreal BMOTOR G *G RP 3.92% 10/14/26 3.92 N/A NQQ6HPCNCCU6TUTQYE16 NRT316018 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NUCX5 2028-12-01 2029-04-01 4.820 - 5.180 N/A 42818353.00 42849329.75 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-07 2026-10-07 2026-10-14 Y BANK OF MNTRL TOR BRH(GOV) 1.0000 7 N N/A N/A N N 0.0388 41999554.80 41999554.80 0.0012 N N Y N Bank of Montreal BMOTOR G G RP 3.92% 10/7/26 3.92 N/A NQQ6HPCNCCU6TUTQYE16 NRT317441 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NUYE3 2029-04-01 2030-12-01 4.055 - 4.820 N/A 27506527.00 26522888.59 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-07 2026-10-07 2026-10-07 N N N 0.0385 26000000.00 26000000.00 0.0008 N N Y N Bank of Nova Scotia Toronto Branch BNSTR N A RP 4.04% 10/1/26 4.04 N/A L3I9ZG2KFGXZ61BMYR72 NRT317464 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y AMGEN INC SR GLBL NT5.5%46 62QBXGPJ34PQ72Z12S66 031162DX5 2046-02-19 2046-02-19 5.500 N/A 4581000.00 4115542.40 Corporate Debt Securities ARES STRATEGIC INCOME FD SR GLBL NT5.7%28 549300IANZJVZPTICV54 04020EAG2 2028-03-15 2028-03-15 5.700 N/A 77000.00 76620.01 Corporate Debt Securities BANCO SANTANDER SA LW TIER II 30 5493006QMFDDMYWIAM13 05971KAG4 2030-12-03 2030-12-03 2.749 N/A 3800000.00 3378482.15 Corporate Debt Securities PAYPAL HLDGS INC SR GLBL NT 52 5493005X2GO78EFZ3E94 70450YAM5 2052-06-01 2052-06-01 5.050 N/A 10000000.00 8177030.56 Corporate Debt Securities PRUDENTIAL FINL INC JR SB GLBL NT 47 5PRBRS5FEH7NREC8OR45 744320AW2 2047-09-15 2047-09-15 4.500 N/A 53000000.00 52206855.00 Corporate Debt Securities SOUTHERN PWR CO SR GLBL 2025B 35 5LADC78JBG2BMZD5XF57 843646AY6 2035-10-01 2035-10-01 4.900 N/A 10000000.00 9352438.89 Corporate Debt Securities US BANCORP ALT TIER I PERP N1GZ7BBF3NP8GI976H15 902973AZ9 2079-12-31 2079-12-31 3.700 - 5.300 N/A 9844000.00 9853542.70 Corporate Debt Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0404 83000000.00 83000000.00 0.0025 N Y Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k Barclays Bank PLC BARCBK G M RP 3.9% 10/1/26 3.90 N/A G5GSEF7VJP5I7OUK5573 NRT317411 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp N/A 30306BAD5 2037-10-25 2037-10-25 11.260 N/A 4026997.00 1657032.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381S4A2 2056-07-16 2059-12-16 4.500 - 4.750 N/A 12979125.00 11734418.64 Agency Collateralized Mortgage Obligation Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 13000000.00 13000000.00 0.0004 N Y Y N Canadian Imperial Bank of Commerce CIBC G *G RP 3.9% 10/22/26 3.90 N/A 2IGI19DL77OX0HC3ZE78 NRT305667 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797VY0 2026-11-24 2045-05-15 0.000 - 4.375 N/A 50071000.00 47986784.89 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0383 47000000.00 47000000.00 0.0014 N N Y N Citigroup Global Capital Markets Inc FICASH MC 3.891% 10/01/26 3.89 N/A N/A NRT317587_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EJCJ6 2027-02-09 2035-09-28 3.050 - 3.500 N/A 540493.73 468785.30 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B0X87 2026-11-20 2034-03-10 0.000 - 4.750 N/A 1929162.00 1887033.86 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 912797TM9 2026-12-31 2030-04-30 0.000 - 5.500 N/A 210624766.08 207001395.00 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 205230000.00 205230000.00 0.0061 N Y Y N Credit AG CAGBK G *G RP 3.75% 10/2/26 3.75 N/A 1VUV7VQFKUOQSJ21A208 NMV968000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810QL5 2027-07-31 2056-08-15 0.500 - 5.125 N/A 24693300.00 24551507.39 U.S. Treasuries (including strips) Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 Y CREDIT AG CIB (GOV REPO) 1.0000 2 N N/A N/A N N 0.0368 24000000.00 24000000.00 0.0007 N N Y N Credit AG CAGBK G *G RP 3.89% 10/16/26 3.89 N/A 1VUV7VQFKUOQSJ21A208 NRR470000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810UA4 2026-10-31 2054-05-15 1.125 - 4.625 N/A 51577100.00 52098713.58 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-16 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0382 51000000.00 51000000.00 0.0015 N N Y N Ficc Bank of Amer Sec Gc Repo BOA FIG G RP 3.91% 10/1/26 3.91 N/A 549300H47WTHXPU08X20 NRT308628 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912810UV8 2027-02-15 2046-05-15 3.750 - 5.000 N/A 52765000.00 51005563.45 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0391 50000000.00 50000000.00 0.0015 N Y Y N Ficc Bank of Amer Sec Gc Repo BOA FIG G RP 3.93% 10/2/26 3.93 N/A 549300H47WTHXPU08X20 NRT314906 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2031-05-31 2.875 - 4.625 N/A 11616300.00 11221288.77 U.S. Treasuries (including strips) Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 N N N 0.0386 11000000.00 11000000.00 0.0003 N N Y N Ficc Bank of Amer Sec Gc Repo BOA FIG G RP 3.91% 10/6/26 3.91 N/A 549300H47WTHXPU08X20 NRT316001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912810RE0 2029-03-31 2053-02-15 1.750 - 4.125 N/A 8332200.00 8160889.18 U.S. Treasuries (including strips) Y N/A N/A 2026-10-06 2026-10-06 2026-10-06 N N N 0.0388 7999940.80 7999940.80 0.0002 N N Y N Ficc Bank of Amer Sec Gc Repo BOA FIG T RP 3.9% 10/1/26 3.90 N/A 549300H47WTHXPU08X20 NRT317401 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912810RQ3 2026-11-15 2051-08-15 2.000 - 4.000 N/A 76152600.00 62226830.66 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 61000000.00 61000000.00 0.0018 N Y Y N Ficc Bank of Amer Sec Gc Repo BOA FIG M RP 3.91% 10/1/26 3.91 N/A 549300H47WTHXPU08X20 NRT317402 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31335A4A3 2045-10-01 2047-01-01 3.500 - 4.000 N/A 2000.00 403.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2GY1 2037-04-01 2054-06-01 2.000 - 7.000 N/A 17820272.00 13261036.90 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0391 13000000.00 13000000.00 0.0004 N Y Y N Ficc Bank of Montreal Gc Repo BMO FIG T RP 3.89% 10/1/26 3.89 N/A 549300H47WTHXPU08X20 NRT317379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912810FB9 2027-11-15 2053-05-15 2.000 - 6.125 N/A 176513800.00 142815435.48 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 140000000.00 140000000.00 0.0041 N Y Y N Fixed Income Clearing Corp - BONY BNY FIG M RP 3.89% 10/1/26 3.89 N/A N/A NRT317414 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWFR9 2052-12-01 2056-06-01 4.000 - 6.000 N/A 416429051.00 283306838.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9NT6 2048-08-01 2056-02-01 3.500 - 5.500 N/A 516380904.00 281232635.63 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810QX9 2028-03-31 2042-08-15 2.750 - 3.875 N/A 44216200.00 31140547.27 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 584000000.00 584000000.00 0.0173 N Y Y N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.91% 10/1/26 3.91 N/A N/A NRT308551 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CMZ1 2028-02-29 2030-07-31 3.375 - 4.125 N/A 141269700.00 137714988.32 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0391 135000000.00 135000000.00 0.0040 N Y Y N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.92% 10/2/26 3.92 N/A N/A NRT309927 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CPP0 2028-02-29 2028-12-15 3.375 - 3.500 N/A 127524400.00 125473674.91 U.S. Treasuries (including strips) Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 N N N 0.0385 123000000.00 123000000.00 0.0036 N N Y N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.92% 10/5/26 3.92 N/A N/A NRT314696 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912810RB6 2027-12-31 2054-08-15 0.625 - 4.750 N/A 135973200.00 124453555.35 U.S. Treasuries (including strips) Y N/A N/A 2026-10-05 2026-10-05 2026-10-05 N N N 0.0385 122000000.00 122000000.00 0.0036 N N Y N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.91% 10/6/26 3.91 N/A N/A NRT315952 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912797VA2 2026-12-03 2051-08-15 0.000 - 4.750 N/A 180802300.00 129554077.20 U.S. Treasuries (including strips) Y N/A N/A 2026-10-06 2026-10-06 2026-10-06 N N N 0.0388 126999060.20 126999060.20 0.0038 N N Y N Fixed Income Clearing Corp - Barclays BARC FIG T RP 3.9% 10/1/26 3.90 N/A N/A NRT317409 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 2056-08-15 0.000 - 5.125 N/A 538408400.00 413144779.62 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 405000000.00 405000000.00 0.0120 N Y Y N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.91% 10/7/26 3.91 N/A N/A NRT317437 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 2054-05-15 0.000 - 4.750 N/A 143115300.00 133634526.66 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-07 N N N 0.0384 131000000.00 131000000.00 0.0039 N N Y N Fixed Income Clearing Corp - CIBC CIB FID T RP 3.89% 10/1/26 3.89 N/A N/A NRT317383 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 2030-11-30 4.375 - 4.625 N/A 567129000.00 564772641.75 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 554000000.00 554000000.00 0.0164 N Y Y N Fixed Income Clearing Corp - Citi CITG FIG T RP 3.89% 10/1/26 3.89 N/A 6SHGI4ZSSLCXXQSBB395 NRT317360 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CFL0 2028-02-15 2029-09-30 3.875 - 4.250 N/A 246535600.00 245846575.69 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 241000000.00 241000000.00 0.0071 N Y Y N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 3.92% 10/1/26 3.92 N/A N/A NRT316465 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 91282CLC3 2028-06-30 2029-07-31 1.250 - 4.125 N/A 302051000.00 292147078.99 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0392 286000000.00 286000000.00 0.0085 N Y Y N Fixed Income Clearing Corp - Credit Agricole CAG FIG G RP 3.92% 10/1/26 3.92 N/A N/A NRT316466 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CFM8 2027-03-15 2033-01-31 3.750 - 4.250 N/A 205366300.00 205042418.72 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0392 201000000.00 201000000.00 0.0059 N Y Y N Fixed Income Clearing Corp - Credit Agricole CAG FIG T RP 3.89% 10/1/26 3.89 N/A N/A NRT317399 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912797WR4 2027-01-26 2053-11-15 0.000 - 4.750 N/A 226267400.00 205042223.57 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 201000000.00 201000000.00 0.0059 N Y Y N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 3.88% 10/2/26 3.88 N/A N/A NRT317567 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 N N N 0.0381 269000000.00 269000000.00 0.0080 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fixed Income Clearing Corp - Credit Agricole CAG FIG G RP 3.88% 10/2/26 3.88 N/A N/A NRT317568 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 N N N 0.0381 189000000.00 189000000.00 0.0056 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fixed Income Clearing Corp - Goldman GS FIG G RP 3.9% 10/2/26 3.90 N/A 549300H47WTHXPU08X20 NRT310583 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912797VL8 2026-10-13 2047-11-15 0.000 - 2.750 N/A 36628000.00 24482683.22 U.S. Treasuries (including strips) Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 N N N 0.0383 24000000.00 24000000.00 0.0007 N N Y N Fixed Income Clearing Corp - Goldman GS FIG G RP 3.92% 10/5/26 3.92 N/A 549300H47WTHXPU08X20 NRT314707 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427AFE2 2040-12-01 2056-10-01 2.000 - 6.000 N/A 127967402.00 65937552.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FYY7 2027-12-01 2053-04-01 2.000 - 6.500 N/A 94851981.00 15671334.33 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-05 2026-10-05 2026-10-05 N N N 0.0385 80000000.00 80000000.00 0.0024 N N Y N Fixed Income Clearing Corp - Goldman GS FIG G RP 3.89% 10/6/26 3.89 N/A 549300H47WTHXPU08X20 NRT315956 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 2033-01-31 0.500 - 4.250 N/A 26411100.00 25502849.75 U.S. Treasuries (including strips) Y N/A N/A 2026-10-06 2026-10-06 2026-10-06 N N N 0.0388 24999760.00 24999760.00 0.0007 N N Y N Fixed Income Clearing Corp - Goldman GS FIG T RP 3.88% 10/1/26 3.88 N/A 549300H47WTHXPU08X20 NRT317397 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912797VT1 2026-11-30 2032-09-30 0.000 - 4.875 N/A 1590243400.00 1507064598.39 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 1477355000.00 1477355000.00 0.0437 N Y Y N Fixed Income Clearing Corp - Goldman GS FIG G RP 3.9% 10/7/26 3.90 N/A 549300H47WTHXPU08X20 NRT317443 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 2055-02-15 4.625 N/A 68768700.00 59166474.84 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-07 N N N 0.0383 58000000.00 58000000.00 0.0017 N N Y N Fixed Income Clearing Corp - ING ING FIG T RP 3.88% 10/1/26 3.88 N/A N/A NRT317381 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912797VL8 2026-10-13 2048-11-15 0.000 - 4.375 N/A 3157124700.00 2915713929.72 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 2858235000.00 2858235000.00 0.0845 N Y Y N Fixed Income Clearing Corp - ING ING FIG M RP 3.89% 10/1/26 3.89 N/A N/A NRT317382 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131XJE81 2042-03-01 2053-07-01 2.500 - 6.000 N/A 130844380.00 69698000.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FFTX9 2034-06-01 2056-06-01 2.000 - 5.500 N/A 341392788.00 142484924.49 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 208000000.00 208000000.00 0.0062 N Y Y N Fixed Income Clearing Corp - JP Morgan JPM FIG T RP 3.89% 10/1/26 3.89 N/A N/A NRT317384 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 2032-03-31 4.125 - 4.500 N/A 466483600.00 444768086.83 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 436000000.00 436000000.00 0.0129 N Y Y N Fixed Income Clearing Corp - JP Morgan JPM FIG G RP 3.9% 10/1/26 3.90 N/A N/A NRT317419 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 2031-09-30 3.625 - 4.000 N/A 245589300.00 238705897.85 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 234000000.00 234000000.00 0.0069 N Y Y N Fixed Income Clearing Corp - Mizuho MIZ FIG T RP 3.88% 10/1/26 3.88 N/A 9845006C81UCE4114A10 NRT317387 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 2034-02-15 0.000 - 5.375 N/A 5938153200.00 5650304311.79 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 5538917000.00 5538917000.00 0.1638 N Y Y N Fixed Income Clearing Corp - Mizuho MIZ FIG M RP 3.89% 10/1/26 3.89 N/A 9845006C81UCE4114A10 NRT317388 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G7ER6 2041-09-01 2056-10-01 2.000 - 6.500 N/A 23394798.00 23101670.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LQHK9 2041-09-01 2056-10-01 2.000 - 6.000 N/A 33709813.00 22342462.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176DHP1 2037-11-20 2068-07-15 2.000 - 7.000 N/A 7240604.00 7082849.54 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912797UD7 2027-03-18 2032-11-30 0.000 - 4.375 N/A 437360900.00 418763937.46 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 462000000.00 462000000.00 0.0137 N Y Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.89% 10/1/26 3.89 N/A 549300H47WTHXPU08X20 NRT317365 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G5UL5 2042-09-01 2056-09-01 3.500 - 6.000 N/A 425229577.00 372719980.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BCUQ3 2044-12-01 2056-09-01 5.500 - 6.000 N/A 105211837.00 83269286.67 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 447000000.00 447000000.00 0.0132 N Y Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.89% 10/1/26 3.89 N/A 549300H47WTHXPU08X20 NRT317367 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128C6LS6 2028-04-01 2056-09-01 2.000 - 7.500 N/A 286612915.00 213542802.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402C4H2 2028-04-01 2056-09-01 2.000 - 7.500 N/A 413632169.00 268969346.27 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 473000000.00 473000000.00 0.0140 N Y Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG T RP 3.89% 10/1/26 3.89 N/A 549300H47WTHXPU08X20 NRT317368 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ETF51 2033-03-10 2038-03-03 4.375 - 5.030 N/A 3561000.00 3379568.88 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B7MK7 2033-09-15 2033-09-15 4.950 N/A 24980000.00 24125546.61 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 2027-06-30 3.750 N/A 26447600.00 26560769.28 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 53000000.00 53000000.00 0.0016 N Y Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.89% 10/1/26 3.89 N/A 549300H47WTHXPU08X20 NRT317369 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp N/A 3132V8L46 2036-03-01 2036-03-01 4.205 N/A 54010030.00 54065841.86 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 53000000.00 53000000.00 0.0016 N Y Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.89% 10/1/26 3.89 N/A 549300H47WTHXPU08X20 NRT317370 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W0P79 2027-04-20 2066-09-20 2.000 - 7.500 N/A 624696375.00 268288986.98 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 263000000.00 263000000.00 0.0078 N Y Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.89% 10/1/26 3.89 N/A 549300H47WTHXPU08X20 NRT317373 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G1XB3 2039-05-01 2056-09-01 1.500 - 7.500 N/A 130447733.00 93445601.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31368HP64 2027-06-01 2056-09-01 2.000 - 7.000 N/A 608308470.00 362543666.17 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 447000000.00 447000000.00 0.0132 N Y Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG G RP 3.89% 10/1/26 3.89 N/A 549300H47WTHXPU08X20 NRT317413 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425XEG0 2027-07-01 2056-10-01 1.500 - 7.500 N/A 373128964.00 250952775.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140APQY3 2027-12-01 2059-01-01 1.500 - 7.500 N/A 447422524.00 246861020.37 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 488000000.00 488000000.00 0.0144 N Y Y N Fixed Income Clearing Corp - Natixis NAT FID T RP 3.89% 10/1/26 3.89 N/A KX1WK48MPD4Y2NCUIZ63 NRT317366 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 91282CJR3 2028-08-15 2028-12-31 3.625 - 3.750 N/A 208443000.00 205003455.60 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 201000000.00 201000000.00 0.0059 N Y Y N Fixed Income Clearing Corp - Natwest NTW FIG T RP 3.9% 10/1/26 3.90 N/A N/A NRT317354 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 2028-07-31 4.250 N/A 2047600.00 2040252.88 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 2000000.00 2000000.00 0.0001 N Y Y N Fixed Income Clearing Corp - Nomura NOM FIG T RP 3.89% 10/1/26 3.89 N/A XPSKD1VTEQPKCHBEKQ95 NRT317426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 9128282R0 2026-12-31 2033-08-15 1.250 - 4.125 N/A 260516800.00 251967304.96 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 247000000.00 247000000.00 0.0073 N Y Y N Fixed Income Clearing Corp - State Street Bank SSB FIT T RP 3.88% 10/1/26 3.88 N/A 549300H47WTHXPU08X20 NRT317375 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CMC2 2031-09-30 2031-12-31 1.375 - 5.000 N/A 1216602600.00 1195237401.00 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 1172000000.00 1172000000.00 0.0347 N Y Y N Fixed Income Clearing Corp - State Street Bank SSB FIG M RP 3.89% 10/1/26 3.89 N/A N/A NRT317495 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425UAJ4 2032-09-01 2056-08-01 2.000 - 6.500 N/A 132137741.00 105446867.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSFX4 2027-12-01 2057-01-01 1.500 - 7.000 N/A 451935865.00 277094463.77 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 375000000.00 375000000.00 0.0111 N Y Y N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG G RP 3.9% 10/1/26 3.90 N/A N/A NRT308621 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 2032-10-31 3.750 - 4.125 N/A 59018400.00 56106133.03 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 55000000.00 55000000.00 0.0016 N Y Y N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG G RP 3.9% 10/6/26 3.90 N/A N/A NRT315992 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 2029-02-15 3.500 N/A 7343200.00 7141563.07 U.S. Treasuries (including strips) Y N/A N/A 2026-10-06 2026-10-06 2026-10-06 N N N 0.0388 6999940.50 6999940.50 0.0002 N N Y N Goldman Sachs & Co LLC GSCO G G RP 3.91% 10/2/26 3.91 N/A FOR8UP27PHTHYVLBNG30 0000769993 NRT310051 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131WG7M5 2035-07-01 2056-06-01 3.000 - 5.500 N/A 82075488.00 16238143.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EN2H1 2033-03-01 2055-04-01 2.000 - 6.500 N/A 198088336.00 20766651.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178MKR1 2040-07-15 2056-08-20 2.500 - 6.500 N/A 38006008.00 18111099.28 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 N N N 0.0384 54000000.00 54000000.00 0.0016 N N Y N HSBC Securities Inc (USA) FICASH MC 3.891% 10/01/26 3.89 N/A N/A NRT317587_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWN82 2034-05-01 2056-10-01 2.000 - 7.000 N/A 90417512.13 56798507.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EJWY0 2027-10-01 2061-09-01 1.500 - 6.500 N/A 110238671.48 76189159.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WJXQ7 2040-11-20 2066-09-20 2.000 - 7.500 N/A 25992219.77 13916906.38 Agency Mortgage-Backed Securities Resolution Funding Corp N/A 761157AC0 2026-10-15 2030-04-15 0.000 - 8.875 N/A 140545.96 124452.62 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 91282CFZ9 2027-08-15 2031-05-31 3.500 - 4.625 N/A 55656567.27 54783630.98 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 197757000.00 197757000.00 0.0058 N Y Y N ING Bank NV ING BANK NV (TD) TD 3.91% 10/01/2026 3.91 N/A 3TK20IVIUJ8J3ZU0QE75 NRT308520 Non-Negotiable Time Deposit Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0391 109000000.00 109000000.00 0.0032 N Y Y N ING Bank NV ING BANK NV (TD) TD 3.91% 10/02/2026 3.91 N/A 3TK20IVIUJ8J3ZU0QE75 NRT309907 Non-Negotiable Time Deposit Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 N N N 0.0384 105000000.00 105000000.00 0.0031 N N Y N ING Bank NV ING BANK NV (TD) TD 3.92% 10/06/2026 3.92 N/A 3TK20IVIUJ8J3ZU0QE75 NRT315934 Non-Negotiable Time Deposit Y N/A N/A 2026-10-06 2026-10-06 2026-10-06 N N N 0.0387 106999636.20 106999636.20 0.0032 N N Y N ING Bank NV ING BANK NV (TD) TD 3.92% 10/07/2026 3.92 N/A 3TK20IVIUJ8J3ZU0QE75 NRT317423 Non-Negotiable Time Deposit Y N/A N/A 2026-10-07 2026-10-07 2026-10-07 N N N 0.0385 102000000.00 102000000.00 0.0030 N N Y N JP Morgan Securities LLC JPM N *A RP OBFR01+0.32% 10/9/26 4.20 N/A ZBUT11V806EZRVTWT807 0001287279 NNF594000 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y ALBERTSONS COMPANIES INC / SR GLBL 144A 29 N/A 013092AG6 2029-03-15 2029-03-15 3.500 N/A 1308000.00 1216307.02 Corporate Debt Securities AVOLON HLDGS FDG LTD SR 144A NT 32 635400ZRKEX9L1BKCH30 05401ABC4 2032-10-15 2032-10-15 4.950 N/A 11139000.00 10675366.97 Corporate Debt Securities CENTRAL PARENT LLC / CDK GLOBA 1LIEN 144A NT 29 N/A 154915AA0 2029-06-15 2029-06-15 8.000 N/A 10413000.00 5970120.00 Corporate Debt Securities CITIGROUP GLOBAL MKTS HLDGS IN VR 051922-051962 82VOJDD5PTRDMVVMGV31 17330FZP9 2062-05-19 2062-05-19 3.478 N/A 3000.00 2951.64 Corporate Debt Securities CMG MEDIA CORP SR SEC GLBL 29 254900LMFT1CY9IYB476 125773AA9 2029-06-18 2029-06-18 8.875 N/A 2577589.00 2038242.46 Corporate Debt Securities CREDIT AGRICOLE S A FR 6.251%011035 969500TJ5KRTCJQWXH05 225313AQ8 2035-01-10 2035-01-10 6.251 N/A 4553000.00 4496502.33 Corporate Debt Securities DISH DBS CORPORATION SR GLBL NT 29 529900U350CWHH15G169 25470XBD6 2029-06-01 2029-06-01 0.000 N/A 2072000.00 1838900.00 Corporate Debt Securities DOMINION ENERGY SOUTH CAROLINA 1M GLBL BD5.1%65 3QRVFYR22IUIEOORTK28 837004CJ7 2065-06-01 2065-06-01 5.100 N/A 1000.00 816.70 Corporate Debt Securities ENERGY TRANSFER L P JR SB GLBL FL 66 RY1052DWLDPLDW74Y843 29273RBA6 2066-11-01 2066-11-01 7.090 N/A 493000.00 498145.34 Corporate Debt Securities GS FIN CORP VR 122322-122362 549300FR80KBVO6DRL61 40057PB76 2062-12-23 2062-12-23 4.018 N/A 2965000.00 2914652.44 Corporate Debt Securities ION PLATFORM FIN US INC / ION SR SEC 144A NT29 213800FKHT3BRRKMCC89 46206AAD4 2029-05-01 2029-05-01 8.750 N/A 9842000.00 9147794.53 Corporate Debt Securities IRON MTN INC DEL SR GLBL 144A 31 SQL3F6CKNNBM3SQGHX24 46284VAN1 2031-02-15 2031-02-15 4.500 N/A 4917000.00 4521992.80 Corporate Debt Securities JOHNSON CTLS INTL PLC/ TYCO GLBL NT 2%31 549300XQ6S1GYKGBL205 47837RAD2 2031-09-16 2031-09-16 2.000 N/A 124000.00 104613.56 Corporate Debt Securities PROCTER & GAMBLE CO SR GLBL FL NT 72 2572IBTT8CCZW6AU4141 742718FX2 2072-02-08 2072-02-08 3.393 N/A 5557000.00 5516505.02 Corporate Debt Securities SEAGATE DATA STORAGE TECHNOLOG SR GLBL NT 32 254900BS8BBQ8P0D4L86 81180LBA2 2032-12-01 2032-12-01 9.625 N/A 315000.00 352341.98 Corporate Debt Securities STERIGENICS-NORDION HLDGS LLC SR SEC 144A NT31 549300OVT7MBXFLOFU20 83600WAE9 2031-06-01 2031-06-01 7.375 N/A 73000.00 75584.82 Corporate Debt Securities SUNOCO LP/SUNOCO FIN CORP SR GLBL 144A 29 54930001NJU8E40NQ561 86765KAB5 2029-05-01 2029-05-01 7.000 N/A 1078000.00 1116681.04 Corporate Debt Securities SV RNO PPTY OWNER 1 LLC SR SEC 144A 31 N/A 78488XAA2 2031-03-01 2031-03-01 5.875 N/A 6062000.00 5449208.42 Corporate Debt Securities SYNERGY INFRASTRUCTURE SR SEC 144A NT34 N/A 87191JAB0 2034-07-15 2034-07-15 7.000 N/A 4852000.00 4765785.35 Corporate Debt Securities UNICREDIT S.P.A FR 5.459%063035 549300TRUWO2CD2G5692 904678AS8 2035-06-30 2035-06-30 5.459 N/A 330000.00 324894.08 Corporate Debt Securities Y N/A N/A 2026-10-07 2026-10-07 2026-10-09 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0412 57000000.00 57000000.00 0.0017 N N Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k JP Morgan Securities LLC JPM N *A RP OBFR01+0.29% 10/9/26 4.17 N/A ZBUT11V806EZRVTWT807 0001287279 NNF754000 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y AB ACTIVE ETFS INC SHOR DU YIEL ETF 254900DPOGNO77XEUY82 00039J830 2500-12-31 2500-12-31 N/A N/A 22446.00 784263.24 Equities ADVISORS INNER CIRCLE FD III BROWN ADVISORY 549300NMUYXCIU68EJ58 00775Y249 2500-12-31 2500-12-31 N/A N/A 5001.00 139252.85 Equities ARCHIMEDES TECH SPAC PARTNERS WT EXP 101529 N/A G04537125 2029-10-15 2029-10-15 N/A N/A 1298246.00 1428070.60 Equities BERKLEY W R CORP 4.25% DEB 60 SQOAGCLKBDWNVYV1OV80 084423888 2060-09-30 2060-09-30 4.250 N/A 2266.00 35236.30 Equities CAL REDWOOD ACQUISITION CORP UNIT EXP 051530 N/A G17564124 2500-12-31 2500-12-31 N/A N/A 1862.00 19588.24 Equities CHURCHILL CAP CORP XIII UNIT EXP 071531 N/A G2132G120 2500-12-31 2500-12-31 N/A N/A 5506992.00 57823416.00 Equities COLLECTIVE ACQUISITION CORP II UNITS EXP 042731 N/A G22741121 2500-12-31 2500-12-31 N/A N/A 657423.00 6607101.15 Equities COLUMBUS CIRCLE CAP CORP III UNIT EXP 052631 N/A G2296W127 2500-12-31 2500-12-31 N/A N/A 474964.00 4725891.80 Equities DTE ENERGY CO CAL DEB 81 549300IX8SD6XXD71I78 233331818 2081-12-01 2081-12-01 4.375 N/A 6780.00 102174.60 Equities FRANKLIN TEMPLETON ETF TR INTL DIV BOOSTER 254900HW6E06IDV6DI97 35473P371 2500-12-31 2500-12-31 N/A N/A 189255.00 7163150.35 Equities FUTURECORP SPACE ACQUISITION 1 UNIT N/A G37307124 2500-12-31 2500-12-31 N/A N/A 849838.00 8625855.70 Equities GRANITESHARES ETF TR 2X SRT SK HYNIX N/A 38747T310 2500-12-31 2500-12-31 N/A N/A 33037.00 228206.38 Equities GSR IV ACQUISITION CORP UNIT EXP 082230 N/A G4R12K123 2500-12-31 2500-12-31 N/A N/A 9500.00 99655.00 Equities INVESTMENT MANAGERS SER TR III MAST HEDGEINDEX 549300FMOJ71ODO86B07 30254T437 2500-12-31 2500-12-31 N/A N/A 16343.00 418871.09 Equities JAB ACQUISITION CORP I UNIT EXP 060531 N/A G50004129 2500-12-31 2500-12-31 N/A N/A 25721.00 259782.10 Equities KEYSTONE ACQUISITION CORP UNIT EXP 052831 N/A G52539114 2500-12-31 2500-12-31 N/A N/A 435306.00 4414002.84 Equities NEXTERA ENERGY INC UNIT 06/01/27 254900RHL9MEUS5NKX63 65339F663 2500-12-31 2500-12-31 N/A N/A 2355796.00 114986402.76 Equities NORTHERN FDS 2036 TAX-EXEMPT 2138005M12JBKV4MPA22 66516K509 2500-12-31 2500-12-31 N/A N/A 9975.00 957450.38 Equities OCEANLIGHT ACQUISITION CORP UNIT EXP 070931 N/A G8280M132 2500-12-31 2500-12-31 N/A N/A 100461.00 1012646.88 Equities ORION180 INS GROUP INC COM CL A N/A 68629T104 2500-12-31 2500-12-31 N/A N/A 261206.00 2659077.08 Equities OTG ACQUISITION CORP. I UNIT EXP 090530 N/A G6791A126 2500-12-31 2500-12-31 N/A N/A 105519.00 1095287.22 Equities PACER FDS TR METAURUS HIGH IN 529900OZNS3FMDE6QK89 69384J802 2500-12-31 2500-12-31 N/A N/A 5787.00 145658.79 Equities RAINIER ACQUISITION CORP UNIT EXP 082431 N/A G73591110 2500-12-31 2500-12-31 N/A N/A 744554.00 7572114.18 Equities ROUNDHILL ETF TRUST NEOCLOUD ETF 529900UETLVF4CQYWB74 77926Y880 2500-12-31 2500-12-31 N/A N/A 825.00 19632.85 Equities RUNWAY GROWTH FINANCE CORP NT CAL 31 254900AXR3J2N1XT0V02 78163D407 2031-02-03 2031-02-03 7.250 N/A 7789.00 192154.63 Equities SINDA LTD COMMON STOCK N/A G81569108 2500-12-31 2500-12-31 N/A N/A 82399.00 1138754.18 Equities SPACSPHERE ACQUISITION CORP UNIT EXP 020631 N/A G8T088125 2500-12-31 2500-12-31 N/A N/A 9846.00 101512.26 Equities SPIRE INC NT 86 549300NXSY15DRY2R511 84857L705 2086-03-01 2086-03-01 6.375 N/A 54272.00 1172817.92 Equities STATE STR SPDR S&P 500 ETF TR TR UNIT 549300NZAMSJ8FXPQQ63 78462F103 2500-12-31 2500-12-31 N/A N/A 20864.00 15944268.80 Equities TIDAL TRUST III VISTASHARES TRGT 549300BEJIKHC3K4GH59 45259A514 2500-12-31 2500-12-31 N/A N/A 65778.00 1154403.90 Equities WISDOMTREE TR CORE LADD MUN FD 549300465XYD01SSN825 97717Y386 2500-12-31 2500-12-31 N/A N/A 6073.00 146480.76 Equities YORKVILLE ACQUISITION CORP. SHS CL A N/A G98659116 2500-12-31 2500-12-31 N/A N/A 444082.00 4596248.70 Equities Y N/A N/A 2026-10-07 2026-10-07 2026-10-09 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0409 227000000.00 227000000.00 0.0067 N N Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k JP Morgan Securities LLC JPM N *A RP OBFR01+0.3% 10/20/26 4.18 N/A ZBUT11V806EZRVTWT807 0001287279 NRS698000 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y 101-500 N/A N/A 2027-11-22 2500-12-31 0.000 - 9.500 N/A 7560286.00 333142105.96 Equities Y N/A N/A 2026-10-07 2026-10-07 2026-10-20 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0410 308000000.00 308000000.00 0.0091 N N Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k JP Morgan Securities LLC JPM N *A RP OBFR01+0.34% 10/22/26 4.22 N/A ZBUT11V806EZRVTWT807 0001287279 NRT305767 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y NEBIUS GROUP N.V. SR GLBL COCO 30 549300GGZHJ5Q1B18P93 63954QAG1 2030-09-15 2030-09-15 1.000 N/A 6516000.00 12106185.00 Equities WEIBO CORP SR GLBL CV NT 30 549300Q9ID4640FE0422 948596AJ0 2030-12-01 2030-12-01 1.375 N/A 50461000.00 48143999.08 Equities Y N/A N/A 2026-10-07 2026-10-07 2026-10-22 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0414 57000000.00 57000000.00 0.0017 N N Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k JP Morgan Securities LLC JPM N *A RP OBFR01+0.3% 10/22/26 4.18 N/A ZBUT11V806EZRVTWT807 0001287279 NRT305772 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y INFLECTION PT ACQUISIT CORP VI CL A ORD SHS N/A G4790S107 2500-12-31 2500-12-31 N/A N/A 96796.00 971831.84 Equities IRON HORSE ACQUISIT II CORP COM N/A 46283H103 2500-12-31 2500-12-31 N/A N/A 230643.00 2320268.58 Equities ISHARES BITCOIN TRUST ETF SHS BEN INT 529900HVFN08L8P4H851 46438F101 2500-12-31 2500-12-31 N/A N/A 2053248.00 97180227.84 Equities MANAGER DIRECTED PORTFOLIOS SANJ ALP LOW ETF F0CW1IKPYGMB1Q7WXT06 56170L679 2500-12-31 2500-12-31 N/A N/A 704.00 17445.12 Equities PROSHARES TR SP500 EX HLTH PTULAHCC8IQGXP6RZP70 74347B565 2500-12-31 2500-12-31 N/A N/A 6407.00 535484.89 Equities PUTNAM ETF TRUST FOCSD LARCP GWT 549300QG106ILQU23214 746729409 2500-12-31 2500-12-31 N/A N/A 443648.00 21307792.33 Equities QUINCE THERAPEUTICS INC COM N/A 22053A305 2500-12-31 2500-12-31 N/A N/A 29375.00 915618.75 Equities Y N/A N/A 2026-10-07 2026-10-07 2026-10-22 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0410 114000000.00 114000000.00 0.0034 N N Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k JP Morgan Securities, LLC JPM G *G RP SOFR+0.02% 10/9/26 3.90 N/A ZBUT11V806EZRVTWT807 0001287279 NNF537000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810FF0 2028-11-15 2031-02-15 1.125 - 5.250 N/A 430241800.00 392587333.57 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-09 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0383 384000000.00 384000000.00 0.0114 N N Y N JP Morgan Securities, LLC JPM G *G RP SOFR+0.02% 10/13/26 3.90 N/A ZBUT11V806EZRVTWT807 0001287279 NNI827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 2031-08-15 1.250 N/A 308730000.00 258605369.03 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-13 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0383 253000000.00 253000000.00 0.0075 N N Y N JP Morgan Securities, LLC JPM G *G RP SOFR+0.03% 11/10/26 3.91 N/A ZBUT11V806EZRVTWT807 0001287279 NNI829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 2031-04-30 3.875 N/A 134139000.00 129814457.06 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-11-10 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0385 127000000.00 127000000.00 0.0038 N N Y N JP Morgan Securities, LLC JPM G *G RP SOFR+0.02% 10/29/26 3.90 N/A ZBUT11V806EZRVTWT807 0001287279 NRT315961 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 2031-07-31 4.375 N/A 388253100.00 379522467.31 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-29 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0384 371999665.20 371999665.20 0.0110 N N Y N JP Morgan Securities, LLC JPM G G RP 3.89% 10/1/26 3.89 N/A ZBUT11V806EZRVTWT807 0001287279 NRT317385 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31288AV51 2030-11-01 2045-07-01 3.000 - 6.232 N/A 375084269.00 145364448.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ETQZ2 2031-04-01 2063-03-01 2.000 - 7.000 N/A 236879673.00 176990379.77 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 316000000.00 316000000.00 0.0093 N Y Y N Landesbank Baden-Wuerttemberg LANDESBANK BADEN-WUERT (UNGTD) YCP .039 10/01/2026 3.90 5148X1K10 B81CK4ESI35472RHJ606 0000878519 1981320 NRT317440 Financial Company Commercial Paper Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0000 362000000.00 362000000.00 0.0107 N Y Y N Lloyds Bank Corp Mrkts LBCM G G RP 3.91% 10/6/26 3.91 N/A 213800MBWEIJDM5CU638 NRT315962 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CGM7 2028-04-30 2033-02-15 3.375 - 4.125 N/A 33083000.00 32647185.91 U.S. Treasuries (including strips) Y N/A N/A 2026-10-06 2026-10-06 2026-10-06 N N N 0.0388 31999763.20 31999763.20 0.0009 N N Y N MUFG Securities (Canada) Ltd. FICASH MC 3.891% 10/01/26 3.89 N/A N/A NRT317587_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DSUB6 2037-07-01 2056-07-01 1.500 - 6.500 N/A 140986793.08 81983547.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUVQ6 2032-04-01 2063-06-01 1.500 - 7.000 N/A 269417012.06 104692205.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TE27 2036-03-20 2056-06-20 2.000 - 7.500 N/A 101253519.25 54235137.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 9128337U8 2026-11-15 2054-08-15 0.000 - 4.625 N/A 24760340.05 20892204.74 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 256537000.00 256537000.00 0.0076 N Y Y N MUFG Securities Americas Inc FICASH MC 3.891% 10/01/26 3.89 N/A N/A NRT317587_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132ACJV3 2029-07-01 2056-09-01 2.000 - 6.500 N/A 3474785.18 1691979.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6P63 2026-10-25 2056-09-01 1.500 - 7.000 N/A 8528362.45 4570480.04 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 6139000.00 6139000.00 0.0002 N Y Y N MUFG Securities Americas Inc FICASH MY 3.89% 10/01/26 3.89 N/A N/A NRT318081_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132A8QT9 2029-07-01 2056-09-01 2.000 - 6.500 N/A 141504527.62 68902913.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CV35 2026-10-25 2056-09-01 1.500 - 7.000 N/A 347302591.90 186124777.65 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 250000000.00 250000000.00 0.0074 N Y Y N MUFG Securities EMEA PLC MUFGEM G *G RP 3.76% 10/5/26 3.76 N/A U7M81AY481YLIOR75625 NMY513000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CLD1 2028-01-31 2031-08-15 0.875 - 4.625 N/A 62478700.00 60302601.67 U.S. Treasuries (including strips) Y N/A N/A 2026-10-05 2026-10-05 2026-10-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0369 59000000.00 59000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFGEM G *G RP 3.92% 10/30/26 3.92 N/A U7M81AY481YLIOR75625 NRT310061 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CLU3 2028-01-31 2031-10-31 3.500 - 4.125 N/A 38719000.00 37739797.67 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-30 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0386 37000000.00 37000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFGEM G T RP 3.89% 10/1/26 3.89 N/A U7M81AY481YLIOR75625 NRT317406 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CRN3 2031-09-30 2031-09-30 5.000 N/A 109435400.00 109136162.03 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 107000000.00 107000000.00 0.0032 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. MUFGAM N A RP 4.4% 10/1/26 4.40 N/A K5HU16E3LMSVCCJJJ255 NRT317453 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y NIO INC SR CV NT4.625%30 549300JBU4TV5OCKJV96 62914VAK2 2030-10-15 2030-10-15 4.625 N/A 2256000.00 2161017.70 Equities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0440 2000000.00 2000000.00 0.0001 N Y Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k Mitsubishi UFJ Securities (U.S.A.), Inc. MUFGAM N A RP 4.11% 10/1/26 4.11 N/A K5HU16E3LMSVCCJJJ255 NRT317454 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y ALPHABET INC CAP STK CL A 5493006MHB84DD0ZWV18 02079K305 2500-12-31 2500-12-31 0.000 N/A 38472.00 13115874.24 Equities BROOKFIELD INFRASTRUCTURE PART LP INT UNIT N/A G16252101 2500-12-31 2500-12-31 N/A N/A 25479.00 904249.71 Equities ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 293792107 2500-12-31 2500-12-31 N/A N/A 597.00 21503.94 Equities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0411 13000000.00 13000000.00 0.0004 N Y Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k Mizuho Bank Ltd NY Branch MIZUHO BANK LTD NY BRANCH (TD) TD 3.89% 10/01/2026 3.89 N/A RB0PEZSDGCO3JS6CEU02 NRT317438 Non-Negotiable Time Deposit Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 618000000.00 618000000.00 0.0183 N Y Y N Mizuho Bank, Ltd. MIZBK G T RP 3.89% 10/1/26 3.89 N/A RB0PEZSDGCO3JS6CEU02 NRT317407 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 2031-05-15 1.625 N/A 35378000.00 30690415.00 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 30000000.00 30000000.00 0.0009 N Y Y N Morgan Stanley & Co LLC MSCO G M RP 3.89% 10/1/26 3.89 N/A 9R7GPTSO7KV3UQJZQ078 0000068136 NRT317364 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31288JT30 2027-11-01 2056-10-01 2.000 - 7.500 N/A 299048260.00 228526970.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371LZB8 2026-12-01 2056-10-01 2.000 - 8.000 N/A 74757928.00 38277964.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176W7E5 2027-05-20 2066-08-20 1.500 - 8.000 N/A 120525519.00 53203465.73 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912834B56 2036-05-15 2052-02-15 0.000 N/A 512010.00 309209.86 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 314000000.00 314000000.00 0.0093 N Y Y N NatWest Market Securities Inc NTWSEC G G RP 3.9% 10/1/26 3.90 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 NRT308560 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 2031-04-30 4.625 N/A 19371000.00 19394786.43 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 1.0000 18945302.80 18945302.80 0.0006 N Y Y N NatWest Market Securities Inc NTWSEC G T RP 3.89% 10/1/26 3.89 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 NRT317355 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2034-02-15 2.375 - 4.000 N/A 95545800.00 89769758.09 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 88000000.00 88000000.00 0.0026 N Y Y N NatWest Markets Securities Inc NTWSEC N A RP 4.2% 10/1/26 4.20 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 NRT317452 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y SANTANDER UK GROUP HOLDINGS SR GLBL NT 31 549300F5XIFGNNW4CF72 80281LAV7 2031-04-15 2031-04-15 5.694 N/A 4215000.00 4289552.81 Corporate Debt Securities United States Treasury 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 2028-09-15 3.375 N/A 6197300.00 6034208.63 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0420 10000000.00 10000000.00 0.0003 N Y Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k RBC Dominion Securities RBCSEC G *G RP 3.9% 10/29/26 3.90 N/A 549300QJJX6CVVUXLE15 NRR476000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G0X66 2048-03-01 2056-09-01 2.000 - 6.500 N/A 73350564.00 55425987.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQN50 2039-10-01 2056-09-01 2.000 - 7.000 N/A 71420498.00 62330833.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 2047-01-20 2058-05-15 2.500 - 7.000 N/A 10360655.00 9077371.34 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912803EC3 2026-10-31 2056-02-15 0.000 - 5.000 N/A 5265700.00 4955608.76 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0384 129000000.00 129000000.00 0.0038 N N Y N RBC Dominion Securities RBCSEC G *G RP 3.89% 10/20/26 3.89 N/A 549300QJJX6CVVUXLE15 NRR480000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810SA7 2026-11-15 2048-02-15 1.125 - 4.625 N/A 78134400.00 72529563.53 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0382 71000000.00 71000000.00 0.0021 N N Y N RBC Dominion Securities RBCSEC G *G RP 3.88% 10/9/26 3.88 N/A 549300QJJX6CVVUXLE15 NRR497000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G0X66 2049-03-01 2056-08-01 3.000 - 7.000 N/A 24561736.00 20594697.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6TT7 2039-10-01 2056-06-01 3.500 - 5.500 N/A 21245607.00 15425678.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y2P8 2054-05-20 2056-05-20 4.500 - 7.000 N/A 30910882.00 29289076.76 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810SM1 2029-04-15 2050-02-15 0.125 - 4.375 N/A 32084900.00 36093333.65 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0381 99000000.00 99000000.00 0.0029 N N Y N RBC Dominion Securities RBCSEC G *G RP 3.9% 10/29/26 3.90 N/A 549300QJJX6CVVUXLE15 NRR517000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DUWQ6 2052-05-01 2056-06-01 2.500 - 6.500 N/A 54577358.00 37477394.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGF36 2040-02-01 2056-09-01 3.000 - 7.000 N/A 21638732.00 19297689.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N53W7 2055-12-20 2056-05-20 4.500 - 5.500 N/A 16065.00 15182.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810TZ1 2028-06-30 2055-08-15 0.125 - 4.750 N/A 9114500.00 8596177.79 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0384 64000000.00 64000000.00 0.0019 N N Y N RBC Financial Group RBCNY G *G RP 3.71% 10/9/26 3.71 N/A ES7IP3U3RHIGC71XBU11 NMM874000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 2028-10-15 3.500 N/A 24829700.00 24565873.85 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0365 24000000.00 24000000.00 0.0007 N N Y N RBC Financial Group RBCNY G *G RP 3.91% 10/30/26 3.91 N/A ES7IP3U3RHIGC71XBU11 NRR449000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DNV42 2052-09-01 2056-06-01 4.500 - 5.000 N/A 7761850.00 7184443.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q3LX2 2033-07-01 2056-09-01 4.690 - 6.000 N/A 62004.00 48860.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MLHH1 2053-01-20 2066-08-20 6.000 - 6.500 N/A 48663283.00 34218153.47 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 2028-01-31 3.500 N/A 95409500.00 94414916.11 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0385 133000000.00 133000000.00 0.0039 N N Y N RBC Financial Group RBCNY G *G RP 3.91% 10/23/26 3.91 N/A ES7IP3U3RHIGC71XBU11 NRT307118 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 2028-11-15 3.500 N/A 129528000.00 127610856.07 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-23 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0384 125000000.00 125000000.00 0.0037 N N Y N RBC Financial Group RBCNY G *G RP 3.91% 10/22/26 3.91 N/A ES7IP3U3RHIGC71XBU11 NRT309887 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 2028-11-15 1.250 - 3.500 N/A 170362000.00 163306363.32 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0384 160000000.00 160000000.00 0.0047 N N Y N Rbc Dominion Securities Inc FICASH MC 3.891% 10/01/26 3.89 N/A N/A NRT317587_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GT5H5 2031-09-01 2056-09-01 2.000 - 7.000 N/A 134961135.46 91885381.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U67C2 2030-10-01 2056-09-01 1.500 - 7.500 N/A 156392285.68 80000562.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0Y46 2047-01-20 2066-01-20 2.000 - 7.500 N/A 126928874.01 76087976.99 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810TW8 2026-10-31 2054-05-15 0.000 - 5.000 N/A 128519913.98 114382630.53 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 354592000.00 354592000.00 0.0105 N Y Y N Royal Bank of Canada Toronto ROYAL BANK OF CAN TORONTO (TD) TD 3.93% 10/01/2026 3.93 N/A ES7IP3U3RHIGC71XBU11 NRT317466 Non-Negotiable Time Deposit Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0393 814000000.00 814000000.00 0.0241 N Y Y N Royal Bank of Canada Toronto ROYAL BANK OF CAN TORONTO (TD) TD 3.88% 10/01/2026 3.88 N/A ES7IP3U3RHIGC71XBU11 NRT317906 Non-Negotiable Time Deposit Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 279909000.00 279909000.00 0.0083 N Y Y N Royal Bank of Canada RBCTR G G RP 3.9% 10/6/26 3.90 N/A ES7IP3U3RHIGC71XBU11 NRT316016 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810QY7 2027-03-31 2052-05-15 1.250 - 4.125 N/A 52786700.00 51011108.66 U.S. Treasuries (including strips) Y N/A N/A 2026-10-06 2026-10-06 2026-10-06 N N N 0.0388 49999575.00 49999575.00 0.0015 N N Y N SMBC Nikko Securities America Inc NIKKO G M RP 3.89% 10/1/26 3.89 N/A 6PJDTY319315T5LR2241 NRT317408 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G4P83 2028-06-01 2056-09-01 3.000 - 6.500 N/A 40053301.00 37060433.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402C4H2 2027-10-01 2056-05-01 2.500 - 7.000 N/A 179546669.00 90453343.49 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 125000000.00 125000000.00 0.0037 N Y Y N SMBC Nikko Securities America Inc NIKKO G T RP 3.89% 10/1/26 3.89 N/A 6PJDTY319315T5LR2241 NRT317410 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 9128282R0 2026-10-31 2036-05-15 0.500 - 4.875 N/A 278405800.00 271349319.38 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 266000000.00 266000000.00 0.0079 N Y Y N SMBC Nikko Securities America, Inc. Inc(Non Gov) NIKKO N A RP 4.07% 10/1/26 4.07 N/A N/A NRT317460 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y AEP TRANSMISSION CO LLC SR GLBL -O NT 52 549300X123Z1I0LA3Y84 00115AAP4 2052-06-15 2052-06-15 4.500 N/A 2250000.00 1730328.75 Corporate Debt Securities ALPHABET INC SR GLBL NT 55 5493006MHB84DD0ZWV18 02079KAM9 2033-02-15 2055-05-15 4.400 - 5.250 N/A 7332000.00 6593574.00 Corporate Debt Securities AMAZON COM INC SR GLBL NT5.1%33 ZXTILKJKG63JELOEG630 023135ED4 2033-07-09 2033-07-09 5.100 N/A 3407000.00 3308111.83 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 5.125%070728 B6Q2VFHD1797Q7NZ3E43 02665WEM9 2026-10-05 2028-07-07 4.400 - 5.125 N/A 149000.00 150912.65 Corporate Debt Securities BAIN CAP SPECIALTY FIN INC SR GLBL NT 31 549300V2JL72R0EYBK64 05684BAF4 2031-03-01 2031-03-01 5.950 N/A 1824000.00 1722664.13 Corporate Debt Securities BANCO SANTANDER SA SNR NPF GLBL 35 5493006QMFDDMYWIAM13 05971KAS8 2035-11-06 2035-11-06 5.127 N/A 2600000.00 2444982.80 Corporate Debt Securities BANK OF AMER CORP SR NT FXD/FLT 28 9DJT3UXIJIZJI4WXO774 06051GGL7 2028-04-24 2028-04-24 3.705 N/A 4127000.00 4162636.65 Corporate Debt Securities BANK OF NY MELLON CORP PERP GLBL -L NT WFLLPEPC7FZXENRZV188 064058AR1 2500-12-31 2500-12-31 5.950 N/A 990000.00 982840.10 Corporate Debt Securities CISCO SYS INC SR GLBL NT 32 8E6NF1YAL0WT6CWXXV93 17275RBY7 2032-02-24 2032-02-24 4.950 N/A 21000.00 20476.47 Corporate Debt Securities DOMINION ENERGY INC JR SB GLBL -B 56 ILUL7B6Z54MRYCF6H308 25746UED7 2056-12-15 2056-12-15 6.250 N/A 1830000.00 1761311.97 Corporate Debt Securities EQUINOR ASA SR GLBL DEB 29 549300N1SDN71ZZ8BO45 656531AJ9 2029-01-15 2029-01-15 7.150 N/A 2312000.00 2436075.41 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 28 8I5DZWZKVSZI1NUHU748 46647PDG8 2028-07-25 2028-07-25 4.851 N/A 4569000.00 4599241.07 Corporate Debt Securities KEYSPAN GAS EAST CORP MTN BE SR 144A NT 36 K8TS3HOE1568DUBUJL44 49338CAF0 2036-09-15 2036-09-15 6.098 N/A 525000.00 512678.69 Corporate Debt Securities MCDONALDS CORP FR 3.5%070127 UE2136O97NLB5BYP9H04 58013MFP4 2027-07-01 2027-07-01 3.500 N/A 350000.00 349524.97 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC SR GLBL NT 32 353800CI5L6DDAN5XZ33 60687YBT5 2032-07-09 2032-07-09 2.260 N/A 205000.00 175390.83 Corporate Debt Securities MPLX LP SR GLBL NT 27 5493000CZJ19CK4P3G36 55336VBN9 2027-12-01 2027-12-01 4.250 N/A 1212000.00 1216822.08 Corporate Debt Securities NNN REIT INC SR NT 3.5%27 5493008JKH5SOTI0JS97 637417AK2 2027-10-15 2027-10-15 3.500 N/A 395000.00 395241.61 Corporate Debt Securities NOMURA HLDGS INC SR GLBL NT 32 549300B3CEAHYG7K8164 65535HBA6 2032-01-22 2032-01-22 2.999 N/A 1182000.00 1029066.67 Corporate Debt Securities NUVEEN CHURCHILL DIRECT LENDIN GLBL NT 6.65%30 254900X3ULEP6XX7HG39 67090SAA6 2030-03-15 2030-03-15 6.650 N/A 894000.00 879759.32 Corporate Debt Securities PRUDENTIAL FINL INC JR SB GLBL NT 52 5PRBRS5FEH7NREC8OR45 744320BK7 2052-09-01 2052-09-01 6.000 N/A 186000.00 181895.60 Corporate Debt Securities SMBC AVIATION CAP FIN SR GLBL REGS 30 N/A G82296AM9 2030-04-01 2030-04-01 5.100 N/A 4198000.00 4205255.54 Corporate Debt Securities TOYOTA MTR CR CORP FR 3.65%010829 Z2VZBHUMB7PWWJ63I008 89236TFT7 2029-01-08 2029-01-08 3.650 N/A 131000.00 127694.07 Corporate Debt Securities WELLS FARGO & CO SR GLBL NT 28 PBLD0EJDB5FWOLXP3B76 95000U3A9 2028-07-25 2028-07-25 4.808 N/A 3900000.00 3922897.33 Corporate Debt Securities WESTPAC BKG CORP LW TIER II GLBL EN5TNI6CI43VEPAMHL14 961214FW8 2035-11-20 2035-11-20 5.618 N/A 150000.00 145645.08 Corporate Debt Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0407 41000000.00 41000000.00 0.0012 N Y Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k Societe Generale SGPR G G RP 3.9% 10/1/26 3.90 N/A O2RNE8IBXP4R0TD8PU41 NRT308550 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 2029-11-30 4.125 N/A 25815600.00 25519598.33 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 25000000.00 25000000.00 0.0007 N Y Y N Societe Generale SGPR G G RP 3.9% 10/7/26 3.90 N/A O2RNE8IBXP4R0TD8PU41 NRT317444 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 2028-10-31 1.375 N/A 26136100.00 24482696.65 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-07 N N N 0.0383 24000000.00 24000000.00 0.0007 N N Y N Societe Generale SGPR N A RP 4.08% 10/1/26 4.08 N/A O2RNE8IBXP4R0TD8PU41 NRT317457 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y 51-100 N/A N/A 2027-01-15 2500-12-31 2.900 - 14.375 N/A 48712824.00 45365632.06 Corporate Debt Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0408 42000000.00 42000000.00 0.0012 N Y Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k Societe Generale SGPR N A RP 4.12% 10/1/26 4.12 N/A O2RNE8IBXP4R0TD8PU41 NRT317459 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y 51-100 N/A N/A 2031-07-15 2058-01-17 0.959 - 11.165 N/A 103566653.00 22569564.22 Asset-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0412 21000000.00 21000000.00 0.0006 N Y Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k Sumitomo Mitsui Banking Corp/New York FICASH MC 3.891% 10/01/26 3.89 N/A N/A NRT317587_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DZW5 2051-06-01 2051-06-01 2.500 N/A 7694094.24 3878063.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAK1 2047-03-20 2054-11-20 2.000 - 6.000 N/A 526233231.71 317336330.73 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CDF5 2027-01-31 2055-11-15 1.000 - 4.625 N/A 86619923.47 82143532.19 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 395383000.00 395383000.00 0.0117 N Y Y N Sumitomo Mitsui Banking Corp FICASH MC 3.891% 10/01/26 3.89 N/A N/A NRT317587_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWGH0 2053-02-01 2053-03-01 5.500 N/A 52814137.90 33256750.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9P88 2048-12-01 2053-03-01 2.000 - 5.500 N/A 893294785.93 184502196.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQX7 2042-10-20 2055-12-20 3.000 - 6.500 N/A 556307110.50 230326470.44 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 439205000.00 439205000.00 0.0130 N Y Y N TD Securities (U.S.A.) TD G M RP 3.89% 10/1/26 3.89 N/A SUVUFHICNZMP2WKHG940 NRT317357 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VXY1 2050-11-20 2056-09-20 2.500 - 6.500 N/A 104252818.00 83649038.28 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 82000000.00 82000000.00 0.0024 N Y Y N TD Securities (U.S.A.) TD N A RP 4.05% 10/1/26 4.05 N/A SUVUFHICNZMP2WKHG940 NRT317455 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y BIOGEN INC SR GLBL NT 50 W8J5WZB5IY3K0NDQT671 09062XAG8 2050-05-01 2050-05-01 3.150 N/A 12000000.00 7278570.00 Corporate Debt Securities INTERNATIONAL BUSINESS MACHS SR NT 5.6%39 VGRQXHF3J8VDLUA7XE92 459200GS4 2039-11-30 2039-11-30 5.600 N/A 3285000.00 3116468.55 Corporate Debt Securities KILROY RLTY L P SR GLBL NT 29 5493008CT3N3JR7P1552 49427RAK8 2029-08-15 2029-08-15 4.250 N/A 912000.00 874300.20 Corporate Debt Securities LBJ INFRASTRUCTURE GROUP LLC SR SEC 144A 57 254900DEJSU2OQFZWQ97 50203UAA1 2057-12-31 2057-12-31 3.797 N/A 10169000.00 6790781.93 Corporate Debt Securities LOWES COS INC SR GLBL NT 52 WAFCR4OKGSC504WU3E95 548661EJ2 2052-04-01 2052-04-01 4.250 N/A 1109000.00 809927.04 Corporate Debt Securities PUGET ENERGY INC SR SEC GLBL NT35 SYBSJ96YIDMIUY7WDR33 745310AQ5 2035-03-15 2035-03-15 5.725 N/A 3324000.00 3182515.33 Corporate Debt Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0405 21000000.00 21000000.00 0.0006 N Y Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k Toronto Dominion Bank/Toronto TORONTO DOMINION BANK (TD) TD 3.91% 10/02/2026 3.91 N/A N/A NRT309965 Non-Negotiable Time Deposit Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 N N N 0.0384 105000000.00 105000000.00 0.0031 N N Y N Toronto Dominion Bank/Toronto TORONTO DOMINION BANK (TD) TD 3.92% 10/06/2026 3.92 N/A N/A NRT315954 Non-Negotiable Time Deposit Y N/A N/A 2026-10-06 2026-10-06 2026-10-06 N N N 0.0387 106999636.20 106999636.20 0.0032 N N Y N Truist Securities Inc TRUIST N A RP 4.15% 10/1/26 4.15 N/A CSVTK36R0PNGXEM7NS14 NRT317456 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y COBB CNTY GA HOSP AUTH REV ANTIC CTFS 2004 N/A 19081PEM4 2034-04-01 2034-04-01 3.420 N/A 405000.00 405896.51 Other Instrument MUNICIPAL DEBT COLUMBUS OHIO VAR PURP GEN OBLIG BDS 2025 254900NS3ODS0FZ3AM48 19951BDH4 2034-04-01 2034-04-01 5.000 N/A 185000.00 199839.06 Other Instrument MUNICIPAL DEBT LAKE CNTY ILL CMNTY HIGH SCH D GO BDS 2023 N/A 509102HX0 2037-11-01 2037-11-01 5.000 N/A 215000.00 226595.91 Other Instrument MUNICIPAL DEBT METROPOLITAN GOVT NASHVILLE & BDS 2026 N/A 592029EK4 2041-08-01 2041-08-01 5.000 N/A 1000000.00 970114.44 Other Instrument MUNICIPAL DEBT MICHIGAN ST HOSP FIN AUTH REV REF BDS 2026 54930011MIBQ2P7ZNM19 59465HZK5 2056-11-15 2056-11-15 5.500 N/A 910000.00 905016.74 Other Instrument MUNICIPAL DEBT PAJARO VALLEY CALIF UNI SCH DI GEN OBLIG BDS A N/A 695802SF6 2052-08-01 2052-08-01 5.000 N/A 1870000.00 1858881.81 Other Instrument MUNICIPAL DEBT SEATTLE WASH MUN LT & PWR REV REV BDS 2015 N/A 812643MD3 2038-05-01 2038-05-01 4.000 N/A 735000.00 684957.93 Other Instrument MUNICIPAL DEBT Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0415 5000000.00 5000000.00 0.0001 N Y Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k US Bancorp Inv USBK N A RP 4.05% 10/1/26 4.05 N/A N1GZ7BBF3NP8GI976H15 NRT317458 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y 101-500 N/A N/A 2026-10-22 2500-12-31 1.350 - 8.450 N/A 28857000.00 27303105.55 Corporate Debt Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0405 26000000.00 26000000.00 0.0008 N Y Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k US Bancorp Inv USBK N A RP 4.08% 10/1/26 4.08 N/A N1GZ7BBF3NP8GI976H15 NRT317461 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y ALLY AUTO RECV TR 2023-1 A-4 20281115 5.27000 N/A 02007WAD0 2028-11-15 2028-11-15 5.270 N/A 100000.00 100594.78 Asset-Backed Securities ALLY AUTO RECV TR 2026-1 A-2 20281115 3.91000 N/A 02008PAB8 2028-11-15 2028-11-15 3.910 N/A 1184000.00 1001880.83 Asset-Backed Securities AMERICAN EXPRESS CR AC 2025-4 A 20300715 4.30000 N/A 02582JKV1 2030-07-15 2030-07-15 4.300 N/A 100000.00 98952.57 Asset-Backed Securities AMUR EQPMNT FIN REC LLC 2025-1 A-2 20310922 4.70000 N/A 03237FAB1 2031-09-22 2031-09-22 4.700 N/A 5878000.00 4180786.03 Asset-Backed Securities BA CREDIT CARD TRUST A 20281115 4.98000 N/A 05522RDH8 2028-11-15 2028-11-15 4.980 N/A 84000.00 84259.22 Asset-Backed Securities BMW VEHICLE LEASE TRUST 2024-2 A-3 20271025 4.18000 N/A 05613MAD1 2027-10-25 2027-10-25 4.180 N/A 500000.00 219037.43 Asset-Backed Securities CAPITAL ONE PR AR TR 2024-1 A-3 20290716 4.62000 N/A 14043NAD1 2029-07-16 2029-07-16 4.620 N/A 178000.00 135553.52 Asset-Backed Securities CARMAX AUTO OWNER TR 2026-1 A-3 20310317 4.04000 N/A 14320XAD3 2031-03-17 2031-03-17 4.040 N/A 405000.00 399667.09 Asset-Backed Securities CARMAX AUTO OWNER TRUST 2024-4 A-3 20291015 4.60000 N/A 14290DAC5 2029-10-15 2029-10-15 4.600 N/A 29000.00 24447.42 Asset-Backed Securities CARVANA AUTO RECV TR 2026-P1 A-4 20320710 4.35000 N/A 14689FAD7 2032-07-10 2032-07-10 4.350 N/A 450000.00 439165.20 Asset-Backed Securities DAIMLER TRUCKS RETAIL 2023-1 A-4 20301216 5.93000 N/A 233868AD0 2030-12-16 2030-12-16 5.930 N/A 1000.00 653.74 Asset-Backed Securities DLLST 2024-1 LLC A-3 20270820 5.05000 N/A 23346HAC1 2027-08-20 2027-08-20 5.050 N/A 4433.00 514.95 Asset-Backed Securities ENTERPRISE FLEET FINAG 2025-4 A-3 20291220 4.46000 N/A 29373NAC1 2029-12-20 2029-12-20 4.110 N/A 99000.00 96944.83 Asset-Backed Securities ENTERPRISE FLEET FINAN 2025-2 A-4 20311220 4.58000 N/A 29375TAD4 2031-12-20 2031-12-20 4.580 N/A 342000.00 336811.59 Asset-Backed Securities FORD CR AUTO OWNER TR 2026-A A-3 20301015 4.05000 N/A 34532WAD7 2030-10-15 2030-10-15 4.050 N/A 1000.00 981.34 Asset-Backed Securities GM FINA AUTO LEASE TR 2024-2 B 20280522 5.56000 N/A 36269WAF6 2028-05-22 2028-05-22 5.560 N/A 1000.00 621.12 Asset-Backed Securities GM FINANCIAL CONSUMER 2024-1 A-4 20290618 4.86000 N/A 36268GAE5 2029-06-18 2029-06-18 4.860 N/A 3000.00 3008.03 Asset-Backed Securities GM FINANCIAL CONSUMER 2026-1 A-3 20310516 3.84000 N/A 362970AC9 2031-05-16 2031-05-16 3.840 N/A 5000.00 4905.51 Asset-Backed Securities GM FINL LEASING TR 2026-1 A-2-A 20280420 3.77000 N/A 36273VAB1 2028-04-20 2028-04-20 3.770 N/A 1000.00 941.32 Asset-Backed Securities HERTZ VEHICLE FIN 2021-2 LLC A 20271225 1.68000 N/A 42806MAE9 2027-12-25 2027-12-25 1.680 N/A 310000.00 205705.32 Asset-Backed Securities HONDA AUTO REC OWNER TR 2024-2 A-3 20281120 5.27000 N/A 437930AC4 2028-11-20 2028-11-20 5.270 N/A 2000.00 949.33 Asset-Backed Securities HYUNDAI AUTO LEA SEC TR 2025-B A-2A 20270915 4.58000 N/A 44935DAB5 2027-09-15 2027-09-15 4.580 N/A 600000.00 196526.47 Asset-Backed Securities HYUNDAI AUTO LEASE TR 2024-B B 20280815 5.56000 N/A 44934FAF2 2028-08-15 2028-08-15 5.560 N/A 439000.00 440262.86 Asset-Backed Securities HYUNDAI AUTO REC TR 2022-C A-4 20281016 5.52000 N/A 44933DAE1 2028-10-16 2028-10-16 5.520 N/A 6000.00 1375.17 Asset-Backed Securities HYUNDAI AUTO RECV TR 2026-C A-3 20310616 5.03000 N/A 44935MAD1 2031-06-16 2031-06-16 5.030 N/A 7000.00 6978.77 Asset-Backed Securities M&T EQUIPMENT LLC 2024-LEAF1 A-3 20310818 4.76000 N/A 55376YAC9 2031-08-18 2031-08-18 4.760 N/A 168000.00 163763.73 Asset-Backed Securities MVW LLC 2025-1 A 20420922 4.97000 N/A 627924AA1 2042-09-22 2042-09-22 4.970 N/A 1030000.00 613775.30 Asset-Backed Securities NISSAN AUTO LEASE TR 2025-B A-3 20281115 4.32000 N/A 65481RAD3 2028-11-15 2028-11-15 4.320 N/A 828000.00 825798.35 Asset-Backed Securities NISSAN AUTO LEASE TR 2026-B A-4 20300615 4.78000 N/A 65481QAE3 2030-06-15 2030-06-15 4.780 N/A 1000.00 989.16 Asset-Backed Securities PORSCHE INNOV LS OWN TR 2025-1 A-3 20281020 4.61000 N/A 73329KAD8 2028-10-20 2028-10-20 4.610 N/A 1113000.00 1113307.81 Asset-Backed Securities SFS AUTO RECV SECS TR 2025-3 A-3 20310421 4.12000 N/A 78398KAC5 2031-04-21 2031-09-22 4.120 - 4.210 N/A 3782000.00 3726556.78 Asset-Backed Securities SYNCHRONY CARD ISSUANCE 2023-2 A 20291015 5.74000 N/A 87166PAL5 2029-10-15 2029-10-15 5.740 N/A 466000.00 467425.80 Asset-Backed Securities TESLA AUTO LEASE TR 2024-B A-3 20271020 4.82000 N/A 881934AD5 2027-10-20 2027-10-20 4.820 N/A 458000.00 93991.91 Asset-Backed Securities TOYOTA AUTO RECEIVABLES 2024-B A-4 20290716 5.28000 N/A 89237NAE7 2029-07-16 2029-07-16 5.280 N/A 100000.00 100651.90 Asset-Backed Securities USB AUTO OWNER TRUST 2025-1 A-3 20300615 4.49000 N/A 90367VAC3 2030-06-15 2030-06-15 4.490 N/A 1000.00 999.37 Asset-Backed Securities VERIZON MASTER TR 2023-7 A-1A 20291120 5.67000 N/A 92348KCD3 2029-11-20 2029-11-20 5.670 N/A 2754000.00 2763286.49 Asset-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0408 17000000.00 17000000.00 0.0005 N Y Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k US Bancorp Inv USBK N A RP 4.15% 10/1/26 4.15 N/A N1GZ7BBF3NP8GI976H15 NRT317465 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y ALBERTSONS COMPANIES INC / SR GLBL 144A 29 N/A 013092AG6 2029-03-15 2029-03-15 3.500 N/A 1237000.00 1150284.24 Corporate Debt Securities AMERICAN ELEC PWR CO INC JR SB GLBL DB 62 1B4S6S7G0TW5EE83BO58 025537AU5 2062-02-15 2062-02-15 3.875 N/A 2792000.00 2781037.91 Corporate Debt Securities ARC FALCON I INC / ARCLIN 1LIEN 144A NT 33 N/A 03881HAA8 2033-03-01 2033-03-01 9.750 N/A 4571000.00 4515115.72 Corporate Debt Securities BLACKSTONE MORTGAGE TRUST INC SR SEC GLBL 27 549300OLDJ20R2Y2UW20 09257WAD2 2027-01-15 2027-01-15 3.750 N/A 163000.00 162708.64 Corporate Debt Securities BUCKEYE PARTNERS L P SR NT 3.95%26 549300C1PQJLVEIUBK50 118230AQ4 2026-12-01 2026-12-01 3.950 N/A 113000.00 114128.52 Corporate Debt Securities CALIFORNIA RES CORP SR GLBL 144A 34 5493003Q8F0T4F4YMR48 13057QAL1 2034-01-15 2034-01-15 7.000 N/A 2061000.00 2026072.92 Corporate Debt Securities CALUMET SPECIALTY PRODUCTS PAR SR GLBL 144A 31 529900QWK0FGLES9BA18 131477BA8 2031-02-15 2031-02-15 9.750 N/A 3671000.00 3939964.99 Corporate Debt Securities CARVANA CO 1LIEN GLBL PIK31 N/A 146869AM4 2031-06-01 2031-06-01 9.000 N/A 83767.00 91615.97 Corporate Debt Securities CHARTER COMMUNICATIONS OPER 1LIEN NT6.384%35 549300TPZNMN50BJ3745 161175AZ7 2035-10-23 2038-09-01 6.384 - 7.087 N/A 1990000.00 1878040.30 Corporate Debt Securities CLEAR CHANNEL OUTDOOR HLDGS IN 1LIEN GLBL 33 254900XBEE6V1ENYS150 18453HAH9 2033-03-15 2033-03-15 7.500 N/A 943000.00 953538.03 Corporate Debt Securities ESAB CORPORATION SR GLBL 144A 29 549300ZNV0SWBXEIWT04 29605JAA4 2029-04-15 2029-04-15 6.250 N/A 266000.00 271119.39 Corporate Debt Securities FIFTH THIRD BANCORP PERP SB H NT5.1% THRNG6BD57P9QWTQLG42 316773CM0 2500-12-31 2500-12-31 7.369 N/A 2000.00 1989.10 Corporate Debt Securities FIRST CTZNS BANCSHARES INC DEL PERP -F NT 7.5% 549300N3Z00ZHE2XC526 31959XAK9 2500-12-31 2500-12-31 7.500 N/A 27000.00 26674.47 Corporate Debt Securities FIRST QUANTUM MINERALS LTD SR 144A NT 8%33 549300I7UVBGWRYMYZ18 335934AW5 2033-03-01 2033-03-01 8.000 N/A 2890000.00 2975296.74 Corporate Debt Securities FLASH COMPUTE LLC SR SEC GLBL 30 N/A 33853QAA9 2030-12-31 2030-12-31 7.250 N/A 2831000.00 2860173.46 Corporate Debt Securities FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 28 529900E7PUVK6BC8PE80 34960PAD3 2028-05-01 2028-05-01 5.500 N/A 998000.00 1009401.04 Corporate Debt Securities FREEDOM MORTGAGE CORPORATION SR 144A NT 27 549300LYRWPSYPK6S325 35640YAJ6 2027-01-15 2027-01-15 6.625 N/A 425000.00 430717.14 Corporate Debt Securities GLP CAP LP/GLP FING II INC SR GLBL NT 32 2549005PXW31DRW8EC44 361841AR0 2032-01-15 2032-01-15 3.250 N/A 625000.00 540369.27 Corporate Debt Securities GRAFTECH GLOBAL ENTERPRISES I SR SEC GLBL 29 N/A 38431AAB2 2029-12-23 2029-12-23 9.875 N/A 634000.00 526903.22 Corporate Debt Securities GRAND CANYON UNIVERSITY GLBL 2021B SNK28 N/A 38528UAE6 2028-10-01 2028-10-01 5.125 N/A 11000.00 11003.44 Corporate Debt Securities GRAY MEDIA INC 2LIEN 144A NT 32 529900TM5726KDN7UU35 389375AN6 2032-07-15 2032-07-15 9.625 N/A 580000.00 579386.41 Corporate Debt Securities HILTON WORLDWIDE FINANCE LLC SR GLBL NT 27 549300406TN7EY0NPH20 432891AK5 2027-04-01 2027-04-01 4.875 N/A 3000.00 3066.06 Corporate Debt Securities ICAHN ENTERPRISES LP/CORP SR SEC GLBL NT30 549300T0G4GS0SINS786 451102CJ4 2030-06-15 2030-06-15 9.000 N/A 1808000.00 1672273.44 Corporate Debt Securities JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31 54930070J9H97ZO93T57 476920AA1 2031-09-20 2031-09-20 9.875 N/A 682000.00 540691.68 Corporate Debt Securities KRONOS ACQUISITION HLDGS INC SR SEC 144A NT31 N/A 50106GAG7 2031-06-30 2031-06-30 8.250 N/A 149000.00 116536.62 Corporate Debt Securities LEVEL 3 FING INC SR GLBL 144A 36 254900AE5FEFIJOXWL19 527298CQ4 2036-01-15 2036-01-15 8.500 N/A 303899.00 305885.99 Corporate Debt Securities MAJORDRIVE HOLDINGS IV LLC SR 144A NT 29 N/A 56085RAA8 2029-06-01 2029-06-01 6.375 N/A 267000.00 220174.32 Corporate Debt Securities MATCH GROUP HOLDINGS II LLC SR GLBL 144A 33 15OMOPB0A8K0EFUVD031 57667JAC6 2033-09-15 2033-09-15 6.125 N/A 2478000.00 2349124.38 Corporate Debt Securities MENS WEARHOUSE LLC 1LIEN 144A NT 31 NKFP7BJ6WYEV4I24P532 587118AF7 2031-02-01 2031-02-01 9.000 N/A 3364000.00 3582727.28 Corporate Debt Securities NEPTUNE BIDCO US INC SR SEC 144A NT31 549300VG15T3VCYZ4531 640695AC6 2031-05-15 2031-05-15 10.375 N/A 83000.00 87774.68 Corporate Debt Securities OAK-EAGLE ACQUIRECO INC SR SEC 144A NT33 6488ICS9P20290MA1H31 67124CAA1 2033-07-01 2033-07-01 7.250 N/A 91000.00 94406.94 Corporate Debt Securities ONEMAIN FIN CORP SR GLBL NT6.5%33 5493008I795YYBFWFU90 682691AM2 2033-03-15 2033-09-15 6.500 - 6.750 N/A 850000.00 801723.89 Corporate Debt Securities PARAMOUNT GLOBAL SR GLBL NT2.9%27 5KYC8KF17ROCY24M3H09 124857AR4 2027-01-15 2027-01-15 2.900 N/A 1172000.00 1169634.51 Corporate Debt Securities PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30 549300TILVIIV9FLL461 69318FAM0 2030-03-15 2030-03-15 9.875 N/A 12985000.00 13820124.86 Corporate Debt Securities PHINIA INC SR GLBL 144A 32 254900HG6MORZE1FFM18 71880KAB7 2032-10-15 2032-10-15 6.625 N/A 1389000.00 1405327.12 Corporate Debt Securities PRIME HEALTHCARE SVCS INC SR SEC 144A NT29 N/A 74165HAC2 2029-09-01 2029-09-01 9.375 N/A 553000.00 566212.32 Corporate Debt Securities PRIOR RNO PPTY OWNER 1 LLC SR SEC 144A 31 N/A 69393LAA1 2031-05-01 2031-05-01 6.500 N/A 228000.00 211666.71 Corporate Debt Securities RB GLOBAL HOLDINGS INC SR SEC GLBL 28 254900LH3N0EGB1LQ203 76774LAB3 2028-03-15 2028-03-15 6.750 N/A 69000.00 69492.14 Corporate Debt Securities RITHM CAPITAL CORP SR GLBL 144A 29 549300WNTHGEO5LP2G31 64828TAB8 2029-04-01 2029-04-01 8.000 N/A 220000.00 226599.51 Corporate Debt Securities RRD PARENT INC PERP JR SB PIK OIRMSBJT1OMDWMO57668 74983TAB8 2099-12-31 2099-12-31 13.000 N/A 4097000.00 4680822.50 Corporate Debt Securities RXO INC SR GLBL 144A 31 N/A 74982TAA1 2031-05-15 2031-05-15 6.375 N/A 6544000.00 6593199.97 Corporate Debt Securities SERVICE PPTYS TR EXT 1LIEN GLBL28 529900IS770AG1K9QG27 81761LAF9 2028-09-30 2028-09-30 0.000 N/A 141000.00 132063.42 Corporate Debt Securities SESI L L C SR SEC 144A NT30 XDZ56K6RXS5J1ESBZS35 78412FAX2 2030-09-30 2030-09-30 7.875 N/A 6357000.00 6324642.87 Corporate Debt Securities SV RNO PPTY OWNER 1 LLC SR SEC 144A 31 N/A 78488XAA2 2031-03-01 2031-03-01 5.875 N/A 1618000.00 1454440.65 Corporate Debt Securities SWORD PURCHASER LLC SR SEC 144A NT33 254900S0VY2QTAITBR94 87110CAB3 2033-04-15 2033-04-15 8.250 N/A 458000.00 480995.03 Corporate Debt Securities SYNERGY INFRASTRUCTURE 2LIEN 144A NT 30 N/A 87191JAA2 2030-12-01 2030-12-01 7.875 N/A 22000.00 22970.23 Corporate Debt Securities TALEN ENERGY SUPPLY LLC SR GLBL 144A 34 K5K33XN0PQAU1XF7NN66 87422VAM0 2034-02-01 2036-02-01 6.250 - 6.500 N/A 787000.00 750884.77 Corporate Debt Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0415 69000000.00 69000000.00 0.0020 N Y Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k US Treasury Bill UST BILLS 0% 10/01/2026 912797SA6 254900HROIFWPRGM1V77 US912797SA68 LRA513000 U.S. Treasury Debt Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0000 759000000.00 759000000.00 0.0225 N Y Y N US Treasury Bill UST BILLS 0% 10/08/2026 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 MJL820000 U.S. Treasury Debt Y N/A N/A 2026-10-08 2026-10-08 2026-10-08 N N N 0.0338 383716688.64 383716688.64 0.0113 N Y Y N US Treasury Bill UST BILLS 0% 10/15/2026 912797UK1 254900HROIFWPRGM1V77 US912797UK13 MJU554000 U.S. Treasury Debt Y N/A N/A 2026-10-15 2026-10-15 2026-10-15 N N N 0.0362 361463356.72 361463356.72 0.0107 N Y Y N US Treasury Bill UST BILLS 0% 10/06/2026 912797VK0 254900HROIFWPRGM1V77 US912797VK04 MUF665000 U.S. Treasury Debt Y N/A N/A 2026-10-06 2026-10-06 2026-10-06 N N N 0.0319 1175385316.56 1175385316.56 0.0348 N Y Y N US Treasury Bill UST BILLS 0% 10/13/2026 912797VL8 254900HROIFWPRGM1V77 US912797VL86 MWE667000 U.S. Treasury Debt Y N/A N/A 2026-10-13 2026-10-13 2026-10-13 N N N 0.0358 349555874.50 349555874.50 0.0103 N Y Y N US Treasury Bill UST BILLS 0% 10/20/2026 912797VM6 254900HROIFWPRGM1V77 US912797VM69 MWP699000 U.S. Treasury Debt Y N/A N/A 2026-10-20 2026-10-20 2026-10-20 N N N 0.0371 349292254.50 349292254.50 0.0103 N Y Y N US Treasury Bill UST BILLS 0% 10/27/2026 912797VN4 254900HROIFWPRGM1V77 US912797VN43 MXA163000 U.S. Treasury Debt Y N/A N/A 2026-10-27 2026-10-27 2026-10-27 N N N 0.0377 359002483.20 359002483.20 0.0106 N Y Y N US Treasury Notes USTN TII 0.125% 10/15/2026 0.13 91282CDC2 254900HROIFWPRGM1V77 US91282CDC29 ICE210000 U.S. Treasury Debt Y N/A N/A 2026-10-15 2026-10-15 2026-10-15 N N N 0.0490 134348528.93 134348528.93 0.0040 N Y Y N Wells Fargo Securities LLC FICASH MC 3.891% 10/01/26 3.89 N/A N/A NRT317587_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UQ62 2041-09-20 2068-02-16 1.500 - 5.500 N/A 9384474.05 7127022.03 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810TZ1 2026-11-15 2056-08-15 1.625 - 6.500 N/A 31701726.30 25898100.83 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 32305000.00 32305000.00 0.0010 N Y Y N Wells Fargo Securities, LLC WFSEC G G RP 3.9% 10/1/26 3.90 N/A VYVVCKR63DVZZN70PB21 0000276523 NRT308622 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427UQG1 2056-09-01 2056-09-01 5.000 N/A 30534630.00 28581658.82 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 28000000.00 28000000.00 0.0008 N Y Y N Wells Fargo Securities, LLC WFSEC G G RP 3.91% 10/2/26 3.91 N/A VYVVCKR63DVZZN70PB21 0000276523 NRT310015 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427UQG1 2056-09-01 2056-09-01 5.000 N/A 38164219.00 35723265.24 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 N N N 0.1601 34976284.00 34976284.00 0.0010 N N Y N Wells Fargo Securities, LLC WFSEC G G RP 3.91% 10/7/26 3.91 N/A VYVVCKR63DVZZN70PB21 0000276523 NRT317446 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427UQL0 2056-08-01 2056-08-01 5.000 N/A 14221860.00 13261440.42 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-07 2026-10-07 2026-10-07 N N N 0.0384 13000000.00 13000000.00 0.0004 N N Y N Wells Fargo Securities, LLC WFSEC N A RP 4.13% 10/1/26 4.13 N/A VYVVCKR63DVZZN70PB21 0000276523 NRT317463 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y ISHARES TR FUTU AI TECH ETF 549300X7H67ZLUE3IZ46 46435U556 2500-12-31 2500-12-31 N/A N/A 129648.00 10160513.76 Equities ISHARES TR IBOXX INV CP ETF 549300G3FWQPUM47D181 464287242 2500-12-31 2500-12-31 N/A N/A 449233.00 46005951.53 Equities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0413 52000000.00 52000000.00 0.0015 N Y Y N Instrument represents an Other Repurchase Agreement because the collateral could fall outside Treasury, Government Agency and Cash. The category of investment(s) that most closely represents the collateral are specified in Item C.8.k 1939254018.60 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Fidelity Securities Lending Cash Central Fund 2026-10-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer